Portfolio value at risk based on independent component analysis (Q2372954)
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scientific article; zbMATH DE number 5171671
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Portfolio value at risk based on independent component analysis |
scientific article; zbMATH DE number 5171671 |
Statements
Portfolio value at risk based on independent component analysis (English)
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17 July 2007
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independent component analysis
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value at risk
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0.8430944085121155
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0.8101354837417603
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0.7969568371772766
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0.7949588298797607
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0.7638197541236877
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