A Class of its Own? The Role of Sustainable Real Estate in a Conditional Value at Risk Multi-Asset Portfolio
Year of publication: |
2014
|
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Authors: | Geiger, Peter |
Other Persons: | Cajias, Marcelo (contributor) ; Fuerst, Franz (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Theorie | Theory |
Extent: | 1 Online-Ressource (36 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 17, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2497472 [DOI] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing ; F3 - International Finance ; R33 - Nonagricultural and Nonresidential Real Estate Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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