A CVaR scenario-based framework for minimizing downside risk in multi-asset class portfolios
Kartik Sivaramakrishnan and Robert Stamicar
| Year of publication: |
2018
|
|---|---|
| Authors: | Sivaramakrishnan, Kartik ; Stamicar, Robert |
| Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Pageant Media Ltd., ISSN 0095-4918, ZDB-ID 197145-1. - Vol. 44.2018, 2, p. 114-129
|
| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Risikomaß | Risk measure | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011880126