A direct approach to risk approximation for vast portfolios under gross-exposure constraint using high-frequency data (Q384764)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A direct approach to risk approximation for vast portfolios under gross-exposure constraint using high-frequency data |
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A direct approach to risk approximation for vast portfolios under gross-exposure constraint using high-frequency data (English)
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28 November 2013
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Itô process
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vast portfolio
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gross-exposure constraint
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