Principal Component Value at Risk (Q4548068)
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scientific article; zbMATH DE number 1786777
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Principal Component Value at Risk |
scientific article; zbMATH DE number 1786777 |
Statements
Principal Component Value at Risk (English)
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19 September 2002
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value at risk
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principal component
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risk management
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financial risk
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risk metrics
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0.7893642
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0.7829827
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0.78159565
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0.78155404
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