Portfolio diversification and value at risk under thick-tailedness
by Rustam Ibragimov
| Year of publication: |
2005
|
|---|---|
| Other Persons: | Ibragimov, Rustam (contributor) |
| Publisher: |
Cambridge, Mass. : Harvard Inst. of Economic Research |
| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Risikomaß | Risk measure |
| Extent: | Online-Ressource, 20 p., text |
|---|---|
| Series: | Discussion paper series / Harvard Institute of Economic Research. - Cambridge, Mass. : [Verlag nicht ermittelbar], ZDB-ID 2121871-7. - Vol. 2086 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Record-last-verified: 27-09-05 Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003102997