Decomposing aggregate risk into marginal risks under partial information: A top-down method (Q514120)
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scientific article; zbMATH DE number 6689777
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Decomposing aggregate risk into marginal risks under partial information: A top-down method |
scientific article; zbMATH DE number 6689777 |
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Decomposing aggregate risk into marginal risks under partial information: A top-down method (English)
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28 February 2017
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aggregate risk model
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covariance matrix
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partial information
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top-down
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