Alberto Bettini

affiliation not provided to SSRN

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Scholarly Papers (1)

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Scenario Weights for Importance Measurement (SWIM) – An R Package for Sensitivity Analysis

Number of pages: 25 Posted: 10 Feb 2020
University of Toronto, affiliation not provided to SSRN, The Business School (formerly Cass) and Bayes Business School (formerly Cass), City, University of London
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Abstract:

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Sensitivity analysis, risk measures, stress testing, sensitivity measures, Kullback-Leibler divergence