9054 results in Finance and accountancy
1 - Risk Bounds with Known Marginal Distributions
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12 - Bounds for Distortion Risk Measures under Moment Information
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- 25 January 2024, pp 243-263
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4 - Asymptotic Equivalence Results
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8 - Additional Information on Functionals of the Risk Vector
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- 25 January 2024, pp 146-160
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5 - Improved Standard Bounds
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13 - Bounds for VaR, TVaR, and RVaR under Unimodality Constraints
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- 25 January 2024, pp 266-282
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14 - Moment Bounds in Neighborhood Models
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2 - The Rearrangement Algorithm
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References
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Index
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11 - Bounds on VaR, TVaR, and RVaR under Moment Information
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Frontmatter
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10 - Models with a Specified Subgroup Structure
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3 - Dual Bounds
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Part I - Risk Bounds for Portfolios Based on Marginal Information
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Preface
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6 - VaR Bounds with Variance Constraints
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Introduction
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Contents
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Boosted Poisson regression trees: a guide to the BT package in R
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- Annals of Actuarial Science , First View
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- 15 January 2024, pp. 1-21
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