CVaR models with selective hedging for international asset allocation
Year of publication: |
2002
|
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Authors: | Topaloglou, Nikolas ; Vladimirou, Hercules ; Zenios, Stauros Andrea |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 26.2002, 7, p. 1535-1561
|
Subject: | Mathematische Optimierung | Mathematical programming | Hedging | Währungsmanagement | Foreign exchange management | Portfolio-Management | Portfolio selection | Welt | World | Risikomaß | Risk measure |
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