Some remarks on capital allocation by percentile layer (Q487573)

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Some remarks on capital allocation by percentile layer
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    title
    Some remarks on capital allocation by percentile layer (English)
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    author
    Liang Hong
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    publication date
    22 January 2015
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    zbMATH DE Number
    6389504
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    zbMATH Keywords
    capital allocation
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    percentile layer
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    CoVaR
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    alternative CoVaR
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    CoTVaR
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    VaR-dependence
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    OpenAlex ID
    W2084071899
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