Optimal Dynamic Portfolio Risk Management
Year of publication: |
2019
|
---|---|
Authors: | Zakamulin, Valeriy |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Risikomanagement | Risk management | Theorie | Theory | Portfolio-Management | Portfolio selection |
Description of contents: | Abstract [papers.ssrn.com] ; Abstract [doi.org] |
Extent: | 1 Online-Ressource |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journalof Portfolio Management, Vol. 42, No. 6, 2016 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 25, 2015 erstellt Volltext nicht verfügbar |
Other identifiers: | 10.2139/ssrn.2679498 [DOI] |
Classification: | G11 - Portfolio Choice ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Portfolio selection with active risk monitoring
Paolella, Marc S., (2015)
-
Portfolio Optimization for Power Plants : The Impact of Credit Risk Mitigation and Margining
Lang, Joachim, (2010)
-
Application of Synthetic Straddles for Equity Risk Management
Trifonov, Yuriy, (2013)
- More ...
-
Sharpe (ratio) thinking about the investment opportunity set and CAPM relationship
Zakamulin, Valeriy, (2011)
-
Forecasting the size premium over different time horizons
Zakamulin, Valeriy, (2013)
-
Dynamic asset allocation strategies based on unexpected volatility
Zakamulin, Valeriy, (2014)
- More ...