Incremental volatility and related portfolio analytics
Domenico Mignacca, Gianluca Fusai
| Year of publication: |
2023
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|---|---|
| Authors: | Mignacca, Domenico ; Fusai, Gianluca |
| Published in: |
The journal of portfolio management : JPM. - London : IPR Journals, ISSN 2168-8656, ZDB-ID 2046318-2. - Vol. 49.2023, 5, p. 131-147
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| Subject: | Theorie | Theory | Volatilität | Volatility | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3905/jpm.2023.1.476 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014307603