Risk bounds for factor models (Q2364531): Difference between revisions
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Revision as of 11:22, 10 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk bounds for factor models |
scientific article |
Statements
Risk bounds for factor models (English)
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21 July 2017
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factor models
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risk aggregation
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dependence uncertainty
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value-at-risk
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