Risk bounds for factor models (Q2364531)
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scientific article; zbMATH DE number 6751102
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Risk bounds for factor models |
scientific article; zbMATH DE number 6751102 |
Statements
Risk bounds for factor models (English)
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21 July 2017
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factor models
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risk aggregation
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dependence uncertainty
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value-at-risk
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0.89657897
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0.87262833
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0.8684489
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0.8681115
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0.86317754
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