"Computing portfolio risk using Gaussian mixtures and independent component ..."

Elion Chin, Andreas S. Weigend, Heinz Zimmermann (1999)

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DOI: 10.1109/CIFER.1999.771108

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-19

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Elion Chin, Andreas S. Weigend, Heinz Zimmermann:
Computing portfolio risk using Gaussian mixtures and independent component analysis. CIFEr 1999: 74-117

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