Subjectivity in conventional tail measures : an exploratory model with "risks & biases"
Year of publication: |
2023
|
---|---|
Authors: | Majumder, Debasish |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 55.2023, 2, p. 1-9
|
Subject: | Coefficient of variation | Cognitive bias | generalised Pareto distribution (GPD) | Nowcasting | Tail risk models | The risk tolerance level | Theorie | Theory | Systematischer Fehler | Bias | Risiko | Risk | Statistische Verteilung | Statistical distribution | Risikomaß | Risk measure | Risikopräferenz | Risk attitude | Messung | Measurement |
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