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Granularity adjustment for risk measures: Systematic vs unsystematic risks.

Patrick GagliardiniChristian Gouriéroux
Published in: Int. J. Approx. Reason. (2013)
Keyphrases
  • risk measures
  • portfolio optimization
  • risk management
  • robust optimization
  • risk averse
  • data mining
  • decision making
  • probability distribution
  • theoretical framework