Statistical inference for systemic risk-driven portfolio selection (Q6856899)
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scientific article; zbMATH DE number 8160876
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Statistical inference for systemic risk-driven portfolio selection |
scientific article; zbMATH DE number 8160876 |
Statements
Statistical inference for systemic risk-driven portfolio selection (English)
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18 February 2026
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asymptotic theory
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conditional expected shortfall
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moving block bootstrap
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nonparametric estimation
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portfolio risk management
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