Modeling and Comparing Dependencies in Multivariate Risk Portfolios

ASTIN Bulletin - United Kingdom
doi 10.2143/ast.28.1.519079
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Cambridge University Press (CUP)

Related search

Additivity of Risk in Portfolios

Perception & Psychophysics
1971English

Comparing Univariate and Multivariate Indices in Drought Monitoring

Journal of Water and Soil Science
2019English

Imaginaries of Invention Management: Comparing Path Dependencies in East and West Germany

Minerva
EducationSocial Sciences
2018English

Risk Sharing, Finance, and Institutions in International Portfolios

Journal of Financial Economics
ManagementFinanceEconomicsStrategyAccountingEconometrics
2009English

Return Expectations and Risk Aversion Heterogeneity in Household Portfolios

Journal of Empirical Finance
EconomicsFinanceEconometrics
2017English

Target Matrix Estimators in Risk-Based Portfolios

2018English

Comparing Visual Feature Coding for Learning Disjoint Camera Dependencies

2012English

Credit Portfolios: What Defines Risk Horizons and Risk Measurement?*

SSRN Electronic Journal
2006English

Managing Sovereign Credit Risk in Bond Portfolios

Journal of Advanced Studies in Finance
2012English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy