Portfolio Construction Based on Implied Correlation Information and VaR
Year of publication: |
2014
|
---|---|
Authors: | Tella, Roberto |
Other Persons: | Rogel-Salazar, J (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Korrelation | Correlation | Informationsökonomik | Economics of information | Risikomaß | Risk measure | VAR-Modell | VAR model |
Extent: | 1 Online-Ressource (16 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 23, 2013 erstellt |
Other identifiers: | 10.2139/ssrn.2371353 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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