RISK MANAGEMENT UNDER A FACTOR STOCHASTIC VOLATILITY MODEL (Q3083549)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | RISK MANAGEMENT UNDER A FACTOR STOCHASTIC VOLATILITY MODEL |
scientific article |
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RISK MANAGEMENT UNDER A FACTOR STOCHASTIC VOLATILITY MODEL (English)
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22 March 2011
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stochastic correlation
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factor models
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expected shortfall
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value at risk
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portfolio management
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