Forecasting compositional risk allocations (Q1757613)

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Forecasting compositional risk allocations
scientific article

    Statements

    title
    Forecasting compositional risk allocations (English)
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    author
    Tim J. Boonen
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    Montserrat Guillen
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    Miguel Santolino
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    publication date
    15 January 2019
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    zbMATH Keywords
    simplex
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    capital allocation
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    dynamic risk management
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    isometric logratio
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    Aitchison geometry
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    Identifiers

    zbMATH DE Number
    7001792
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