Exponential risk measure with application to UK asset allocation
Stephen E. Satchell, David C. Damant and Soosung Hwang
| Year of publication: |
2000
|
|---|---|
| Authors: | Satchell, Stephen ; Damant, David C. ; Hwang, Soosung |
| Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 7.2000, 2, p. 127-152
|
| Subject: | Nutzenfunktion | Utility function | Risiko | Risk | Portfolio-Management | Portfolio selection | CAPM | Schätzung | Estimation | Großbritannien | United Kingdom |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Applied mathematical finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001563801