Dependence structure of risk factors and diversification effects (Q659262)
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scientific article; zbMATH DE number 6004719
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| English | Dependence structure of risk factors and diversification effects |
scientific article; zbMATH DE number 6004719 |
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Dependence structure of risk factors and diversification effects (English)
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10 February 2012
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aggregated risk
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diversification effect
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multivariate extreme value theory
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0.8458889722824097
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0.8385351300239563
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0.8307629227638245
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0.809391975402832
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0.8078970313072205
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