Analysis of risk bounds in partially specified additive factor models (Q2415970)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analysis of risk bounds in partially specified additive factor models |
scientific article |
Statements
Analysis of risk bounds in partially specified additive factor models (English)
0 references
23 May 2019
0 references
risk factor models
0 references
risk bounds
0 references
dependence uncertainty
0 references
value at risk
0 references
model uncertainty
0 references
0 references
