Risks of large portfolios (Q494174): Difference between revisions

@@ Property / author @@
+Jianqing Fan
@@ Property / author: Jianqing Fan / rank @@
+Normal rank
@@ Property / author @@
+Yuan Liao
@@ Property / author: Yuan Liao / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G70
@@ Property / Mathematics Subject Classification ID: 91G70 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H12
@@ Property / Mathematics Subject Classification ID: 62H12 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H25
@@ Property / Mathematics Subject Classification ID: 62H25 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G10
@@ Property / Mathematics Subject Classification ID: 91G10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P05
@@ Property / Mathematics Subject Classification ID: 62P05 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6477033
@@ Property / zbMATH DE Number: 6477033 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+high dimensionality
@@ Property / zbMATH Keywords: high dimensionality / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+factor models
@@ Property / zbMATH Keywords: factor models / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+principal components
@@ Property / zbMATH Keywords: principal components / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+sparse matrix
@@ Property / zbMATH Keywords: sparse matrix / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+volatility
@@ Property / zbMATH Keywords: volatility / rank @@
+Normal rank

Risks of large portfolios (Q494174): Difference between revisions

Revision as of 22:33, 30 June 2023

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Mathematics(0 entries)