Principal component Value-at-Risk
Journal of Mathematical Finance (2001), Vol 12 (1), 23-43.
Market Risk
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We wish to acknowledge this land on which the University of Toronto operates. For thousands of years it has been the traditional land of the Huron-Wendat, the Seneca, and the Mississaugas of the Credit. Today, this meeting place is still the home to many Indigenous people from across Turtle Island and we are grateful to have the opportunity to work on this land. Read about U of T’s Statement of Land Acknowledgement.