Hidden risks in mean-variance optimization : an integrated-risk asset allocation proposal
Year of publication: |
2010
|
---|---|
Authors: | Fernandes, José Luiz Barros ; Ornelas, José Renato Haas |
Published in: |
Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds. - Basingstoke, Hampshire [u.a.] : Palgrave Macmillan, ISBN 978-0-230-24012-4. - 2010, p. 112-133
|
Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Risiko | Risk |
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