Dependence structure of risk factors and diversification effects (Q659262)

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Dependence structure of risk factors and diversification effects
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    title
    Dependence structure of risk factors and diversification effects (English)
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    author
    Chen Zhou
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    publication date
    10 February 2012
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    Mathematics Subject Classification ID
    91B30
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    62G32
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    62H20
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    zbMATH DE Number
    6004719
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    zbMATH Keywords
    aggregated risk
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    diversification effect
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    multivariate extreme value theory
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