Risk contributions: duality and sensitivity (Q4619540)
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scientific article; zbMATH DE number 7013660
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk contributions: duality and sensitivity |
scientific article; zbMATH DE number 7013660 |
Statements
Risk contributions: duality and sensitivity (English)
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6 February 2019
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risk contribution
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contribution to risk
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risk decomposition
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risk attribution
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constraint attribution
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alternating bilinear forms
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