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Timeline
Chapter title |
Portfolio Volatility Contributions of Risk Factors in the Presence of Risk Factors Multi-collinearity
|
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Chapter number | 38 |
Book title |
Mathematical and Statistical Methods for Actuarial Sciences and Finance
|
Published by |
Springer, Cham, January 2024
|
DOI | 10.1007/978-3-031-64273-9_38 |
Book ISBNs |
978-3-03-164272-2, 978-3-03-164273-9
|
Authors |
Mecchina, Andrea, Regolin, Enrico, Torelli, Nicola, Bortolussi, Luca |