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Moment based approaches to value the risk of contingent claim portfolios.

Gaetano IaquintaFabio LamantiaIvar MassabòSergio Ortobelli Lozza
Published in: Ann. Oper. Res. (2009)
Keyphrases
  • data sets
  • strengths and weaknesses
  • risk factors
  • social networks
  • decision trees
  • bayesian networks
  • pattern recognition
  • risk management