Nikolaus Rab

Identifiers

• name variant Nikolaus Rab 0.60 · backfill

Papers (1)

1. Scaling portfolio volatility and calculating risk contributions in the presence of serial cross-correlations q-fin.RM · 2010 · author #1

Mentions

• 1009.3638 #1 · backfill · confidence 0.70 Nikolaus Rab

Frequent Coauthors

• Richard Warnung 1 shared papers