Pages that link to "Item:Q659262"
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The following pages link to Dependence structure of risk factors and diversification effects (Q659262):
Displayed 11 items.
- Portfolio diversification and systemic risk in interbank networks (Q1655687) (← links)
- Robust bounds in multivariate extremes (Q1704149) (← links)
- Rank-based estimation under asymptotic dependence and independence, with applications to spatial extremes (Q2054519) (← links)
- Asymptotic analysis of portfolio diversification (Q2172054) (← links)
- The influence of non-linear dependencies on the basis risk of industry loss warranties (Q2276270) (← links)
- Risk concentration of aggregated dependent risks: the second-order properties (Q2427818) (← links)
- Second-order properties of risk concentrations without the condition of asymptotic smoothness (Q2443885) (← links)
- Toward a Copula Theory for Multivariate Regular Variation (Q2849531) (← links)
- Risk in a Large Claims Insurance Market with Bipartite Graph Structure (Q3178764) (← links)
- Conditional risk measures in a bipartite market structure (Q4583596) (← links)
- Generalized PELVE and applications to risk measures (Q6173891) (← links)