scientific article; zbMATH DE number 6719557

MaRDI QIDQ2987138zbMATH OpenFDO

Authors Shengjun Zhang, Yaling Yao, Xiaodong Ji

Publication date 17 May 2017

zbMATH Keywords

cluster analysisconditional value-at-riskexcessive lossfundamental analysisvolatility

Mathematics Subject Classification ID

Portfolio theory (91G10) Statistical methods; risk measures (91G70)

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