Portfolio Value at Risk Bounds (Q4806835)
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scientific article; zbMATH DE number 1911026
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Portfolio Value at Risk Bounds |
scientific article; zbMATH DE number 1911026 |
Statements
Portfolio Value at Risk Bounds (English)
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21 March 2004
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value at risk
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dependent risks
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portfolio risk
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0.8390260934829712
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0.8365782499313354
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0.8305994868278503
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0.8225206732749939
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0.8218603134155273
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