Dependence structure of risk factors and diversification effects (Q659262): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2010.01.010 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W3125227911 / rank | |||
Normal rank |
Revision as of 22:28, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Dependence structure of risk factors and diversification effects |
scientific article |
Statements
Dependence structure of risk factors and diversification effects (English)
0 references
10 February 2012
0 references
aggregated risk
0 references
diversification effect
0 references
multivariate extreme value theory
0 references