Ordering risk bounds in factor models (Q2283650): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 12:06, 2 February 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)
0 references
13 January 2020
0 references
products of copulas
0 references
supermodular ordering
0 references
risk bounds
0 references
conditionally comonotonic distributions
0 references
mass transfer theory
0 references
elliptical distributions
0 references
Archimedean copulas
0 references
