Master Funds in Portfolio Analysis with General Deviation Measures
Year of publication: |
[2004]
|
---|---|
Authors: | Rockafellar, R. Tyrrell |
Other Persons: | Uryasev, Stanislav P. (contributor) ; Zabarankin, Michael (contributor) |
Publisher: |
[2004]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (31 p) |
---|---|
Type of publication: | Book / Working Paper |
Notes: | In: Journal of Banking and Finance, Forthcoming |
Classification: | C0 - Mathematical and Quantitative Methods. General ; C2 - Econometric Methods: Single Equation Models ; C6 - Mathematical Methods and Programming |
Source: | ECONIS - Online Catalogue of the ZBW |
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