Risk horizon and rebalancing horizon in portfolio risk measurement
Year of publication: |
2012
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Authors: | Glasserman, Paul |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 22.2012, 2, p. 214-249
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Subject: | Portfolio-Management | Portfolio selection | Risiko | Risk | Volatilität | Volatility | Basler Akkord | Basel Accord | Risikomaß | Risk measure | Theorie | Theory |
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