Distribución Hiperbólica Generalizada: Una Aplicación en la Selección de Portafolios y Cuantificación de Medidas de Riesgo de Mercado
Year of publication: |
2014-09-10
|
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Authors: | Alayón, José Luis |
Institutions: | UNIVERSIDAD DEL ROSARIO |
Subject: | Distribucion Hiperbolica Generalizada | Seleccion de Portafolio | Valor enRiesgo Condicional (CVaR) | Markowitz |
Series: | |
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Type of publication: | Book / Working Paper |
Notes: | 6 pages long |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; C44 - Statistical Decision Theory; Operations Research ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis |
Source: |
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