PRINCIPAL COMPONENT VALUE AT RISK (Q4522656)
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: PRINCIPAL COMPONENT VALUE AT RISK |
scientific article; zbMATH DE number 1548405
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | PRINCIPAL COMPONENT VALUE AT RISK |
scientific article; zbMATH DE number 1548405 |
Statements
PRINCIPAL COMPONENT VALUE AT RISK (English)
0 references
17 April 2001
0 references
portfolio
0 references
value-at-risk
0 references
0.8766201
0 references
0.85291374
0 references
0.8433161
0 references
0.8382494
0 references
0.8371305
0 references
