Forecasting compositional risk allocations (Q1757613): Difference between revisions

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Latest revision as of 10:24, 16 August 2024

scientific article
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Forecasting compositional risk allocations
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    Forecasting compositional risk allocations (English)
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    15 January 2019
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    simplex
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    capital allocation
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    dynamic risk management
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    isometric logratio
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    Aitchison geometry
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