Mean-variance versus mean-VaR and mean-utility spanning
Year of publication: |
2009
|
---|---|
Authors: | Bodson, Laurent ; Hübner, Georges |
Published in: |
Stock market volatility. - Boca Raton, Fla. [u.a.] : Chapman & Hall/CRC Press, ISBN 978-1-4200-9954-6. - 2009, p. 181-193
|
Subject: | Varianzanalyse | Analysis of variance | Risikomaß | Risk measure | Kapitaleinkommen | Capital income |
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