On optimal allocation of risk vectors
Year of publication: |
2010
|
---|---|
Authors: | Kiesel, Swen ; Rüschendorf, Ludger |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 47.2010, 2, p. 167-175
|
Subject: | Allokation | Allocation | Risiko | Risk | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | USA | United States | Theorie | Theory | VAR-Modell | VAR model |
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