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Value-at-risk and Tail-Value-at-Risk given a Linguistic Perspective
an overview of three diverse fuzzy logic methodologies that can be employed to compute the value-at-risk ... value-at-risk of a portfolio. fuzzy logic;value-at-risk;portfoliio 6442475104 3/8/2017 12:00:00 AM ...- Authors: Arnold Shapiro, SRIMANTOORAO S APPADOO, A Thavaneswaran
- Date: Mar 2017