A generalized error distribution copula-based method for portfolios risk assessment (Q2159132)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A generalized error distribution copula-based method for portfolios risk assessment |
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A generalized error distribution copula-based method for portfolios risk assessment (English)
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26 July 2022
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econophysics
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portfolio theory
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conditional value-at-risk
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Gaussian copula
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generalized error distribution
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generalized correlation coefficient
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