Portfolio frontiers with restrictions to tracking error volatility and value at risk
Year of publication: |
2012
|
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Authors: | Palomba, Giulio ; Riccetti, Luca |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 36.2012, 9, p. 2604-2615
|
Subject: | Volatilität | Volatility | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Theorie | Theory | Kapitaleinkommen | Capital income | Schätzung | Estimation |
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