Pages that link to "Item:Q659262"

The following pages link to Dependence structure of risk factors and diversification effects (Q659262):

Displaying 25 items.

• Insights to systematic risk and diversification across a joint probability distribution (Q282287) (← links)
• Diversification limit of quantiles under dependence uncertainty (Q291398) (← links)
• The effect of aggregation on extremes from asymptotically independent light-tailed risks (Q482077) (← links)
• Multivariate extremes and the aggregation of dependent risks: examples and counter-examples (Q626283) (← links)
• Value at risk and efficiency under dependence and heavy-tailedness: models with common shocks (Q635960) (← links)
• Portfolio diversification and systemic risk in interbank networks (Q1655687) (← links)
• Heavy tails and copulas: limits of diversification revisited (Q1668647) (← links)
• Robust bounds in multivariate extremes (Q1704149) (← links)
• Rank-based estimation under asymptotic dependence and independence, with applications to spatial extremes (Q2054519) (← links)
• Asymptotic analysis of portfolio diversification (Q2172054) (← links)
• Systemic risk of portfolio diversification (Q2236296) (← links)
• The influence of non-linear dependencies on the basis risk of industry loss warranties (Q2276270) (← links)
• Economic and financial risk factors, copula dependence and risk sensitivity of large multi-asset class portfolios (Q2288967) (← links)
• Risk concentration of aggregated dependent risks: the second-order properties (Q2427818) (← links)
• Second-order properties of risk concentrations without the condition of asymptotic smoothness (Q2443885) (← links)
• Toward a Copula Theory for Multivariate Regular Variation (Q2849531) (← links)
• Risk in a Large Claims Insurance Market with Bipartite Graph Structure (Q3178764) (← links)
• Diversification for general copula dependence (Q3542547) (← links)
• Conditional risk measures in a bipartite market structure (Q4583596) (← links)
• (Q4660865) (← links)
• Does diversification promote risk reduction and profitability raise? Estimation of dynamic impacts using the pooled mean group model (Q5138673) (← links)
• Generalized PELVE and applications to risk measures (Q6173891) (← links)
• Asymptotics for credit portfolio losses due to defaults in a multi-sector model (Q6573348) (← links)
• Testing the Multivariate Regular Variation Model (Q6617812) (← links)
• Maximum likelihood estimation of elliptical tail (Q6656678) (← links)