A simulation comparison of risk measures for portfolio optimization
Year of publication: |
March 2018
|
---|---|
Authors: | Righi, Marcelo Brutti ; Borenstein, Denis |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 24.2018, p. 105-112
|
Subject: | Loss-deviation | Portfolio selection | Risk measures | Simulation | Theorie | Theory | Portfolio-Management | Risikomaß | Risk measure | Risiko | Risk | Messung | Measurement |
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