Pages that link to "Item:Q2399305"
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The following pages link to The equity risk posed by the too-big-to-fail banks: a Foster-Hart estimation (Q2399305):
Displaying 4 items.
- Portfolio optimization and marginal contribution to risk on multivariate normal tempered stable model (Q2673808) (← links)
- Foster-Hart optimization for currency portfolios (Q2697032) (← links)
- FACTOR COPULA MODEL FOR PORTFOLIO CREDIT RISK (Q5010074) (← links)
- Tempered stable processes with time-varying exponential tails (Q5072913) (← links)
