A Cost-effective Approach to Portfolio Construction with Range-based Risk Measures
Year of publication: |
2020
|
---|---|
Authors: | Pun, Chi Seng |
Other Persons: | Wang, Lei (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Risiko | Risk |
Extent: | 1 Online-Ressource (24 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Quantitative Finance Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 25, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.3493493 [DOI] |
Classification: | G11 - Portfolio Choice ; C32 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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