Distribution assumption and risk constraints in portfolio optimization
Dietmar G. Maringer. Universität Erfurt, Staatswissenschaftliche Fakultät
| Year of publication: |
2003
|
|---|---|
| Authors: | Maringer, Dietmar G. |
| Publisher: |
Erfurt : Univ., Staatswiss. Fak. |
| Subject: | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Risikomaß | Risk measure | Statistische Verteilung | Statistical distribution |
| Extent: | 16 Bl. graph. Darst. 30 cm |
|---|---|
| Series: | Discussion paper / Universität Erfurt, Staatswissenschaftliche Fakultät. - Erfurt, ISSN 1610-9198, ZDB-ID 2105425-3. - Vol. No. 2003, 008E |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. Bl. 14 - 16 Internetausg.: http://www.innovationsoekonomie.de/discussion-paper/economics/2003-008E.pdf |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001786452