Allocating and forecasting changes in risk
Year of publication: |
2023
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Authors: | Gaigall, Daniel |
Published in: |
Journal of risk : JOR. - London : Infopro Digital Risk, ISSN 1755-2842, ZDB-ID 2091446-5. - Vol. 25.2023, 3, p. 1-24
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Subject: | portfolio risk | allocation | forecast | covariance principle | conditional expectation principle | Theorie | Theory | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model | Risiko | Risk | Kapitaleinkommen | Capital income | Risikomaß | Risk measure | Prognose | Forecast |
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