Toward regime-aware risk forecasts
Year of publication: |
2022
|
---|---|
Authors: | Khang, Kevin |
Published in: |
The journal of portfolio management : JPM. - London : IPR Journals, ISSN 2168-8656, ZDB-ID 2046318-2. - Vol. 48.2022, 5, p. 49-70
|
Subject: | Prognoseverfahren | Forecasting model | Prognose | Forecast | Risiko | Risk | Risikomaß | Risk measure |
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