Regularizing portfolio risk analysis: a Bayesian approach (Q1707049)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Regularizing portfolio risk analysis: a Bayesian approach |
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Regularizing portfolio risk analysis: a Bayesian approach (English)
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28 March 2018
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Monte Carlo algorithm
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parallel computation
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risk analysis
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shrinkage method
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volatility
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