Portfolio value at risk based on independent component analysis (Q2372954): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 19:07, 2 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio value at risk based on independent component analysis |
scientific article |
Statements
Portfolio value at risk based on independent component analysis (English)
0 references
17 July 2007
0 references
independent component analysis
0 references
value at risk
0 references
