Portfolio construction and tail risk
Chris Downing, Ananth Madhavan, Alex Ulitsky, and Ajit Singh
| Year of publication: |
2015
|
|---|---|
| Authors: | Downing, Chris ; Madhavan, Ananth Narayan ; Ulitsky, Alex ; Ajit Singh |
| Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Pageant Media Ltd., ISSN 0095-4918, ZDB-ID 197145-1. - Vol. 42.2015, 1, p. 85-102
|
| Subject: | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011409016