An EZI Method to Reduce the Rank of a Correlation Matrix in Financial Modelling (Q3424320)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An EZI Method to Reduce the Rank of a Correlation Matrix in Financial Modelling |
scientific article |
Statements
An EZI Method to Reduce the Rank of a Correlation Matrix in Financial Modelling (English)
0 references
15 February 2007
0 references
correlation matrix
0 references
rank reduction
0 references
market models
0 references
