Ordering risk bounds in factor models (Q2283650): Difference between revisions
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Revision as of 15:35, 19 March 2024
scientific article
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English | Ordering risk bounds in factor models |
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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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