Diversification limit of quantiles under dependence uncertainty (Q291398): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: QRM / rank | |||
Normal rank | |||
Revision as of 19:06, 29 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Diversification limit of quantiles under dependence uncertainty |
scientific article |
Statements
Diversification limit of quantiles under dependence uncertainty (English)
0 references
7 June 2016
0 references
value-at-risk
0 references
diversification ratio
0 references
extreme value analysis
0 references
asymptotics
0 references
dependence uncertainty
0 references
