Estimation of tail risk and portfolio optimisation with respect to extreme measures
Year of publication: |
2004
|
---|---|
Authors: | Consigli, Giorgio |
Published in: |
Risk measures for the 21st century. - Chichester [u.a.] : Wiley, ISBN 0-470-86154-1. - 2004, p. 365-401
|
Subject: | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Theorie | Theory | Risiko | Risk | Statistische Verteilung | Statistical distribution | Schätzung | Estimation |
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