[Dependence P&E] Risk Bounds for Factor Models

  • From: Steven VANDUFFEL <Steven.Vanduffel@xxxxxx>
  • To: "dependence@xxxxxxxxxxxxx" <dependence@xxxxxxxxxxxxx>
  • Date: Wed, 8 Feb 2017 07:29:14 +0000

Bernard, C., Rüschendorf, L., Vanduffel, S., Wang, R. (2017). “Risk Bounds for 
Factor Models.”

Forthcoming in Finance and Stochastics

https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2572508

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