Ordering risk bounds in partially specified factor models (Q4631196)
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scientific article; zbMATH DE number 7047288
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Ordering risk bounds in partially specified factor models |
scientific article; zbMATH DE number 7047288 |
Statements
24 April 2019
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risk factor models
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Schur-order
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copula derivatives
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supermodular order
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0.8894041180610657
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0.8840744495391846
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0.8280398845672607
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0.8142528533935547
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0.7952092289924622
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