标题: Drawbacks of shortfall risk (schweser book 3 pg 103 concept [打印本页]

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作者: king_kong    时间: 2013-4-4 03:18     标题: Drawbacks of shortfall risk (schweser book 3 pg 103 concept

I dont understand the bullet point under drawbacks of shortfall risk–why does it not consider the impact of outliers (how are they defining outliers)?

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