Portfolio Management under Stress
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Publication:5420242
DOI10.1017/CBO9781107256736zbMath1290.91007OpenAlexW4211177208MaRDI QIDQ5420242
Alexander Denev, Riccardo Rebonato
Publication date: 11 June 2014
Full work available at URL: https://doi.org/10.1017/cbo9781107256736
Numerical methods (including Monte Carlo methods) (91G60) Bayesian inference (62F15) Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Theory of languages and software systems (knowledge-based systems, expert systems, etc.) for artificial intelligence (68T35) Portfolio theory (91G10)
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