Portfolio construction and risk management under non-normality
Year of publication: |
2011
|
---|---|
Authors: | Ho, Ho |
Published in: |
Sovereign asset management for a post-crisis world. - London : Central Banking Publ., ISBN 978-1-902182-71-1. - 2011, p. 173-195
|
Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Risikomaß | Risk measure |
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