Drawdown-at-Risk Monte Carlo Optimization
Year of publication: |
2011
|
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Authors: | Steiner, Andreas |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Monte-Carlo-Simulation | Monte Carlo simulation |
Extent: | 1 Online-Ressource (12 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 10, 2011 erstellt |
Other identifiers: | 10.2139/ssrn.1782664 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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