Some remarks on capital allocation by percentile layer (Q487573): 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/10.1007/s13385-013-0075-7 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2084071899 / rank | |||
Normal rank |
Revision as of 23:14, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Some remarks on capital allocation by percentile layer |
scientific article |
Statements
Some remarks on capital allocation by percentile layer (English)
0 references
22 January 2015
0 references
capital allocation
0 references
percentile layer
0 references
CoVaR
0 references
alternative CoVaR
0 references
CoTVaR
0 references
VaR-dependence
0 references