Risk bounds for factor models (Q2364531)

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Risk bounds for factor models
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    title
    Risk bounds for factor models (English)
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    author
    Carole Bernard
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    Steven Vanduffel
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    Ruodu Wang
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    publication date
    21 July 2017
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    zbMATH Keywords
    factor models
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    risk aggregation
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    dependence uncertainty
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    value-at-risk
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    Identifiers

    zbMATH DE Number
    6751102
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