On optimal portfolio diversification with respect to extreme risks
| Year of publication: |
2010
|
|---|---|
| Authors: | Mainik, Georg ; Rüschendorf, Ludger |
| Published in: |
Finance and Stochastics. - Springer. - Vol. 14.2010, 4, p. 593-623
|
| Publisher: |
Springer |
| Subject: | Portfolio optimization | Risk management | Diversification effects | Multivariate extremes |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008775836