Forecasting compositional risk allocations (Q1757613)
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scientific article; zbMATH DE number 7001792
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasting compositional risk allocations |
scientific article; zbMATH DE number 7001792 |
Statements
Forecasting compositional risk allocations (English)
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15 January 2019
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simplex
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capital allocation
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dynamic risk management
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isometric logratio
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Aitchison geometry
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0.87394017
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0.85346645
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0.8507402
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0.8473581
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0.8428344
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0.84257233
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