Portfolio Risk Forecasting
Year of publication: |
2011
|
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Authors: | Braun, Valentin |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | Prognoseverfahren | Forecasting model | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Prognose | Forecast |
Extent: | 1 Online-Ressource (37 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 23, 2009 erstellt |
Other identifiers: | 10.2139/ssrn.1460793 [DOI] |
Classification: | C32 - Time-Series Models ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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