Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
PRINCIPAL COMPONENT VALUE AT RISK - MaRDI portal

PRINCIPAL COMPONENT VALUE AT RISK

From MaRDI portal

Publication:4522656

Jump to:navigation, search

DOI10.1142/S0219024900000528zbMath0981.91039MaRDI QIDQ4522656

Antonio Córdoba, Maite Quintanilla, Luis A. Seco, R. G. M. Brummelhuis

Publication date: 17 April 2001

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

zbMATH Keywords

portfolio value-at-risk

Mathematics Subject Classification ID

This page was built for publication: PRINCIPAL COMPONENT VALUE AT RISK

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:4522656&oldid=29994528"