keyword Loss Distribution ‎/ (1 Article)

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Journal Industrial Strategic Management 1

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The impact of diversification on risk reduction: using a mix of Merton model and random matrix approach to take into account non-stationary

Writer : Eskandari، Zahra ؛ Zomorodian، Gholamreza ؛ Corresponding Author : Shams، Mirfeiz Fallah ؛

Journal:Industrial Strategic Management»Spring 2022, Volume 7 - Number 2 ، C (Azad University (‎10 page(s) - From 112 to 121 )
Keywords:Value at Risk Loss Distribution Random Matrix Non-stationary

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