Risks of large portfolios (Q494174)

From MaRDI portal
Revision as of 23:18, 11 February 2024 by RedirectionBot (talk | contribs) (‎Changed an Item)
scientific article
Language Label Description Also known as
English
Risks of large portfolios
scientific article

    Statements

    title
    Risks of large portfolios (English)
    0 references
    author
    Xiaofeng Shi
    0 references
    Yuan Liao
    0 references
    Jianqing Fan
    0 references
    publication date
    31 August 2015
    0 references
    zbMATH Keywords
    high dimensionality
    0 references
    factor models
    0 references
    principal components
    0 references
    sparse matrix
    0 references
    volatility
    0 references

    Identifiers

    Mathematics Subject Classification ID
    91G70
    0 references
    62H12
    0 references
    62H25
    0 references
    91G10
    0 references
    62P05
    0 references
    zbMATH DE Number
    6477033
    0 references
    Wikidata QID
    Q40714022
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q494174&oldid=20715880"
    Powered by MediaWiki