MULTIVARIATE RISKS MODELING FOR FINANCIAL PORTFOLIO MANAGEMENT AND CLIMATE APPLICATIONS (Q5269582)
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scientific article; zbMATH DE number 6735618
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MULTIVARIATE RISKS MODELING FOR FINANCIAL PORTFOLIO MANAGEMENT AND CLIMATE APPLICATIONS |
scientific article; zbMATH DE number 6735618 |
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MULTIVARIATE RISKS MODELING FOR FINANCIAL PORTFOLIO MANAGEMENT AND CLIMATE APPLICATIONS (English)
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27 June 2017
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risk management
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value at risk
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copulas
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extreme values distribution
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Pareto distributions
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