Risk Tuning with Generalized Linear Regression (Q3168990)
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English | Risk Tuning with Generalized Linear Regression |
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Risk Tuning with Generalized Linear Regression (English)
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27 April 2011
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linear regression
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error measures
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deviation measures
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risk measures
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risk management
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factor models
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portfolio optimization
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value-at-risk
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conditional value-at-risk
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quantile regression
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