VaR bounds for joint portfolios with dependence constraints (Q727669)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | VaR bounds for joint portfolios with dependence constraints |
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VaR bounds for joint portfolios with dependence constraints (English)
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20 December 2016
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value-at-risk
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dependence uncertainty
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positive dependence
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model risk
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