Ordering risk bounds in factor models (Q2283650): Difference between revisions
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Revision as of 07:34, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ordering risk bounds in factor models |
scientific article |
Statements
Ordering risk bounds in factor models (English)
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13 January 2020
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products of copulas
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supermodular ordering
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risk bounds
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conditionally comonotonic distributions
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mass transfer theory
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elliptical distributions
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Archimedean copulas
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