Risk Evaluations with Robust Approximate Factor Models
Year of publication: |
2019
|
---|---|
Authors: | Chou, Ray Y. |
Other Persons: | Yen, Tso-Jung (contributor) ; Yen, Yu-Min (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Robustes Verfahren | Robust statistics | Faktorenanalyse | Factor analysis | Risiko | Risk | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management |
Extent: | 1 Online-Ressource (48 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Banking and Finance, Vol. 82, 2017 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 25, 2016 erstellt |
Classification: | c58 ; G12 - Asset Pricing ; G31 - Capital Budgeting; Investment Policy |
Source: | ECONIS - Online Catalogue of the ZBW |
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