Asymptotic behaviour of mean-quantile efficient portfolios
Year of publication: |
2006
|
---|---|
Authors: | Dmitrašinović-Vidović, Gordana ; Ware, Antony |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 10.2006, 4, p. 529-551
|
Subject: | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Black-Scholes-Modell | Black-Scholes model | Theorie | Theory |
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