Insights to systematic risk and diversification across a joint probability distribution (Q282287)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Insights to systematic risk and diversification across a joint probability distribution |
scientific article; zbMATH DE number 6579588
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Insights to systematic risk and diversification across a joint probability distribution |
scientific article; zbMATH DE number 6579588 |
Statements
Insights to systematic risk and diversification across a joint probability distribution (English)
0 references
12 May 2016
0 references
distortion risk
0 references
spectral risk
0 references
Euler allocation
0 references
systematic risk
0 references
diversification
0 references
layer
0 references
value-at-risk
0 references
0 references
0.7856255173683167
0 references
0.7691324949264526
0 references
0.7571189999580383
0 references
0.7553912401199341
0 references
0.7507755756378174
0 references
