PRINCIPAL COMPONENT VALUE AT RISK (Q4522656)
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scientific article; zbMATH DE number 1548405
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PRINCIPAL COMPONENT VALUE AT RISK |
scientific article; zbMATH DE number 1548405 |
Statements
PRINCIPAL COMPONENT VALUE AT RISK (English)
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17 April 2001
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portfolio
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value-at-risk
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