Analysis of risk bounds in partially specified additive factor models
L. Rüschendorf
| Year of publication: |
2019
|
|---|---|
| Authors: | Rüschendorf, Ludger |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 86.2019, p. 115-121
|
| Subject: | Risk factor models | Risk bounds | Dependence uncertainty | Value at risk | Model uncertainty | Risiko | Risk | Risikomaß | Risk measure | Theorie | Theory | Faktorenanalyse | Factor analysis | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2019.02.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012058839