Risk analysis of the investment portfolio based on the POT-VaR hybrid model (Q2987296)
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scientific article; zbMATH DE number 6719660
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| English | Risk analysis of the investment portfolio based on the POT-VaR hybrid model |
scientific article; zbMATH DE number 6719660 |
Statements
17 May 2017
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VaR model
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POT model
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investment portfolio
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risk analysis
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0.815387487411499
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0.765233039855957
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0.7605084776878357
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