Robust inference of risks of large portfolios (Q308377)
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scientific article; zbMATH DE number 6623658
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust inference of risks of large portfolios |
scientific article; zbMATH DE number 6623658 |
Statements
Robust inference of risks of large portfolios (English)
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6 September 2016
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high dimensionality
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robust inference
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rank statistics
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quantile statistics
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risk management
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