Dynamic conditional correlation models and portfolio risk management
Year of publication: |
2011
|
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Authors: | Bauer, Frederik |
Publisher: |
Aachen : Shaker |
Subject: | Portfolio Selection | Aktienrendite | Kovarianzmatrix | Risikomanagement |
Description of contents: | Table of Contents [digitool.hbz-nrw.de] ; Description [digitool.hbz-nrw.de] |
Extent: | 173 S. : graph. Darst. |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Dissertation u.a. Prüfungsschriften |
Language: | English |
Thesis: | Zugl.: Bremen, Univ., Diss., 2010 |
ISBN: | 978-3-8440-0233-1 |
Source: |
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Dynamic conditional correlation models and portfolio risk management
Bauer, Frederik, (2011)
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