Chicago: a fast and accurate method for portfolio risk calculation
Simon A. Broda; Marc S. Paolella
| Year of publication: |
2009
|
|---|---|
| Authors: | Broda, Simon A. ; Paolella, Marc S. |
| Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 7.2009, 4, p. 412-436
|
| Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure |
| Extent: | graph. Darst. |
|---|---|
| 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/10003907527