Risk budgeting : portfolio problem solving with value-at-risk
Neil D. Pearson
| Year of publication: |
2002
|
|---|---|
| Authors: | Pearson, Neil D. |
| Publisher: |
New York : Wiley |
| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Risikomaß | Risk measure | Risikomanagement | Portfoliomanagement | Value at Risk | Investition |
| Description of contents: | Table of Contents [gbv.de] ; Description [swbplus.bsz-bw.de] |
| Extent: | X, 321 S graph. Darst |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Includes bibliographical references and index : £57.50 : CIP entry (Apr.) |
| ISBN: | 0-471-40556-6 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001603413