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Capital income 1 Estimation theory 1 Kapitaleinkommen 1 Measurement 1 Messung 1 Portfolio selection 1 Portfolio-Management 1 Risikomaß 1 Risk measure 1 Schätztheorie 1 Simulation 1
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English 1
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Statistical Methods and Applications, Forthcoming 1
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Combinations of High Order Gaussian Kernel Estimator with Simulation Historical of Value at Risk (VaR) Return Portfolio Measurement
2014
Financial experts assume that measures the risk of financial asset returns generally have a normal distribution. Reality often shows asset returns are not normally distributed, so that the constraints and make it difficult to estimate the risk of taking the measurements. For it is necessary to...
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