Risk Tuning with Generalized Linear Regression (Q3168990)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk Tuning with Generalized Linear Regression |
scientific article |
Statements
Risk Tuning with Generalized Linear Regression (English)
0 references
27 April 2011
0 references
linear regression
0 references
error measures
0 references
deviation measures
0 references
risk measures
0 references
risk management
0 references
factor models
0 references
portfolio optimization
0 references
value-at-risk
0 references
conditional value-at-risk
0 references
quantile regression
0 references
