Orthant-based variance decomposition in investment portfolios (Q2030706)
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scientific article; zbMATH DE number 7356141
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Orthant-based variance decomposition in investment portfolios |
scientific article; zbMATH DE number 7356141 |
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Orthant-based variance decomposition in investment portfolios (English)
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7 June 2021
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finance
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mixture
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correlation
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variance decomposition
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bivariate normal distribution
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