Improving Risk Forecasts for Optimized Portfolios
Year of publication: |
2012
|
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Authors: | Menchero, Jose |
Other Persons: | Wang, Jun (contributor) ; Orr, Doyle Jay (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Risiko | Risk | Prognoseverfahren | Forecasting model | Prognose | Forecast | Theorie | Theory |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Financial Analysts Journal, Vol. 68, No. 3, 2012 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 25, 2012 erstellt Volltext nicht verfügbar |
Source: | ECONIS - Online Catalogue of the ZBW |
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