Conic portfolio theory
Dilip B. Madan (Robert H. Smith School of Business, University of Maryland, College Park, MD, USA)
| Year of publication: |
May 2016
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|---|---|
| Authors: | Madan, Dilip B. |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 19.2016, 3, p. 1-42
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| Subject: | Acceptable risks | distorted expectation | fast ICA | variance gamma model | long horizon returns | Theorie | Theory | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S0219024916500199 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011523770