Models and simulations for portfolio rebalancing
Gianfranco Guastaroba; Renata Mansini; M. Grazia Speranza
| Year of publication: |
2009
|
|---|---|
| Authors: | Guastaroba, Gianfranco ; Mansini, Renata ; Speranza, Maria Grazia |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 33.2009, 3, p. 237-262
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| Subject: | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Risikomaß | Risk measure | Schätzung | Estimation | Börsenkurs | Share price | Deutschland | Germany |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003828842