On optimal portfolio diversification with respect to extreme risks
Year of publication: |
2010
|
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Authors: | Mainik, Georg ; Rüschendorf, Ludger |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 14.2010, 4, p. 593-623
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Subject: | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Nichtparametrisches Verfahren | Nonparametric statistics | Theorie | Theory |
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