"An Algorithm for Portfolio's Value at Risk Based on Principal Factor Analysis."

Honggang Xue, Chengxian Xu, Chunping Hu (2005)

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DOI: 10.1007/11496199_41

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-24

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Honggang Xue, Chengxian Xu, Chunping Hu:
An Algorithm for Portfolio's Value at Risk Based on Principal Factor Analysis. AAIM 2005: 381-391

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