Explicit Diversification Beneift for Dependent Risks
Year of publication: |
2016
|
---|---|
Authors: | Dacorogna, Michel M. |
Other Persons: | Elbahtouri, Laila (contributor) ; Kratz, Marie (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Risikomaß | Risk measure | Risiko | Risk | Diversifikation | Diversification | Risikopräferenz | Risk attitude | Theorie | Theory | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management |
Extent: | 1 Online-Ressource (27 p) |
---|---|
Series: | SCOR papers ; No. 38, 2016 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 15, 2016 erstellt |
Other identifiers: | 10.2139/ssrn.2765403 [DOI] |
Classification: | C00 - Mathematical and Quantitative Methods. General ; C13 - Estimation ; C15 - Statistical Simulation Methods; Monte Carlo Methods |
Source: | ECONIS - Online Catalogue of the ZBW |
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