Managing portfolio volatility
Year of publication: |
2021
|
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Authors: | Stamos, Michael Zisis ; Zimmerer, Thomas |
Published in: |
The journal of portfolio management : JPM. - London : IPR Journals, ISSN 2168-8656, ZDB-ID 2046318-2. - Vol. 47.2021, 4, multi-asset special issue, p. 99-109
|
Subject: | Portfolio construction | volatility measures | risk management | tail risks | performance measurement | Volatilität | Volatility | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection | Performance-Messung | Performance measurement | Messung | Measurement | Risiko | Risk |
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