Portfolio optimization in a multidimensional structural-default model with a focus on private equity
Marcos Escobar, Peter Hieber, Matthias Scherer, and Luis Seco
| Year of publication: |
2011
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|---|---|
| Authors: | Escobar, Marcos ; Hieber, Peter ; Scherer, Matthias ; Seco, Luis |
| Published in: |
The journal of private equity. - New York, NY : Pageant Media, Ltd., ISSN 1096-5572, ZDB-ID 2062826-2. - Vol. 15.2011/12, 1, p. 26-35
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| Subject: | Private Equity | Private equity | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure |
| 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/10009410763