First Sentence:
A simple portfolio model is: Y = CsPs + CtPt + CjPj (1.1) where Y is the estimated risk in, Cs, Ct, Cj are the quantities per item, and Ps, Pt, Pj are hedged portfolios in.
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Key Phrases - Statistically Improbable Phrases (SIPs):
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uncertain input factors, model input factors, modulus version, variance based methods, sensitivity indices, variance based measures, global sensitivity analysis, portfolio revisions, orthogonal inputs, total indices, effect indices, radiological dose, standardised regression coefficients, fish population dynamics, hedging error, late larvae, output variance, sensitivity analysis method, output uncertainty, framing assumptions, orthogonal case, interspecies competition, portfolio model, sample generation, analytical example
Key Phrases - Capitalized Phrases (CAPs):
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Monte Carlo, Best Max, Assessing Scientific Models, John Wiley, Variance Cutting
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