Coherent Asset Allocation and Diversification in the Presence of Stress Events
Year of publication: |
2013
|
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Authors: | Rebonato, Riccardo |
Other Persons: | Denev, Alexander (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Portfolio-Management | Portfolio selection | Diversifikation | Diversification | Theorie | Theory |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Investment Management (JOIM), Fourth Quarter 2012 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 17, 2013 erstellt Volltext nicht verfügbar |
Classification: | G00 - Financial Economics. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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