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Value-at-risk and Tail-Value-at-Risk given a Linguistic Perspective
Value-at-risk and Tail-Value-at-Risk given a Linguistic Perspective This article provides an overview ... overview of three diverse fuzzy logic methodologies that can be employed to compute the value-at-risk of a portfolio ...- Authors: Arnold Shapiro, SRIMANTOORAO S APPADOO, A Thavaneswaran
- Date: Mar 2017