Risks of large portfolios (Q494174)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Risks of large portfolios |
scientific article |
Statements
Risks of large portfolios (English)
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31 August 2015
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high dimensionality
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factor models
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principal components
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sparse matrix
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volatility
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0.8153491616249084
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0.7738772630691528
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0.7719063758850098
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0.7470240592956543
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0.7377483248710632
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