Alpha, downside risk and portfolio construction : efficient implementation in quantitative strategies
Daniel Linzmeier
| Year of publication: |
2013
|
|---|---|
| Authors: | Linzmeier, Daniel |
| Publisher: |
Bad Soden/Ts : Uhlenbruch |
| Subject: | Portfolio-Management | Portfolio selection | Kapitalanlage | Financial investment | Aktie | Share | Strategie | Strategy | Risikomanagement | Risk management | Schätzung | Estimation | Europa | Europe | Portfoliomanagement | Quantitative Methode | Portfolio Selection | Anlagepolitik | Alpha <Rendite> | 1993-2010 |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | XVI, 153 S graph. Darst 21 cm |
|---|---|
| Series: | Reihe: Financial Research. - Bad Soden, Ts. : Uhlenbruch, ZDB-ID 2105929-9. - Vol. 8 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis ; Sammlung ; Collection of articles written by one author |
| Language: | English |
| Thesis: | Zugl.: Vallendar, WHU - Otto Beisheim School of Management, Diss., 2012 |
| ISBN: | 978-3-933207-80-7 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009749494