Robust inference of risks of large portfolios (Q308377)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust inference of risks of large portfolios |
scientific article |
Statements
Robust inference of risks of large portfolios (English)
0 references
6 September 2016
0 references
high dimensionality
0 references
robust inference
0 references
rank statistics
0 references
quantile statistics
0 references
risk management
0 references
0 references
0 references
0 references
0 references
