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First and Second Order Asymptotics of the Spectral Risk Measure for Portfolio Loss Under Multivariate Regular Variation.
Guo-Dong Xing
Shanchao Yang
Published in:
J. Syst. Sci. Complex. (2020)
Keyphrases
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higher order
sufficient conditions
decision making
high order
multivariate data
portfolio management
regression model
hyperspectral
spectral features
mixed data
point processes
face recognition
spectral analysis
portfolio selection
hyperspectral imagery