Dealing with Smoothed Return Series in Risk Management and Asset Allocation
Year of publication: |
2023
|
---|---|
Authors: | Frei, Christian W |
Publisher: |
[S.l.] : SSRN |
Subject: | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Theorie | Theory |
Extent: | 1 Online-Ressource (54 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 2, 2023 erstellt |
Other identifiers: | 10.2139/ssrn.4366115 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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