The following pages link to Principal Component Value at Risk (Q4548068):
Displaying 6 items.
- Adaptive algorithms for maximizing overall stock return (Q604682) (← links)
- A matrix-based VaR model for risk identification in power supply networks (Q646223) (← links)
- On the appropriateness of inappropriate VaR models (Q878314) (← links)
- Approximation of multiple integrals over hyperboloids with application to a quadratic portfolio with options (Q1023678) (← links)
- Portfolio value at risk based on independent component analysis (Q2372954) (← links)
- Algorithmic Applications in Management (Q5710140) (← links)