Risk parity for Mixed Tempered Stable distributed sources of risk.

Lorenzo Mercuri Edit Rroji

Published in: Ann. Oper. Res. (2018)

Keyphrases

risk assessment
distributed systems
decision making
cooperative
data mining
distributed data
risk management
minimum risk
real time
credit risk
high risk
computer networks
color space
information sources
data sources
multi agent
information systems
search engine