Predicting and Decomposing the Risk of Data-driven Portfolios
Year of publication: |
2020
|
---|---|
Authors: | Bouamara, Nabil |
Other Persons: | Boudt, Kris (contributor) ; Vandenbroucke, Jürgen (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model | Risiko | Risk | Dekompositionsverfahren | Decomposition method | Theorie | Theory |
Extent: | 1 Online-Ressource (26 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 19, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.3242137 [DOI] |
Classification: | C10 - Econometric and Statistical Methods: General. General ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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