COHERENT PORTFOLIO SEPARATION — INHERENT SYSTEMIC RISK? (Q4662053)
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scientific article; zbMATH DE number 2149547
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| English | COHERENT PORTFOLIO SEPARATION — INHERENT SYSTEMIC RISK? |
scientific article; zbMATH DE number 2149547 |
Statements
COHERENT PORTFOLIO SEPARATION — INHERENT SYSTEMIC RISK? (English)
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30 March 2005
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Risk measures
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market risk
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portfolio separation
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systemic risk
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0.8310092
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0.8134227
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0.79625237
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0.78638864
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0.7830121
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0.7751672
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0.7745286
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