Dependence structure of risk factors and diversification effects (Q659262)
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scientific article; zbMATH DE number 6004719
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dependence structure of risk factors and diversification effects |
scientific article; zbMATH DE number 6004719 |
Statements
Dependence structure of risk factors and diversification effects (English)
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10 February 2012
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aggregated risk
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diversification effect
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multivariate extreme value theory
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