Risk Horizon and Rebalancing Horizon in Portfolio Risk Measurement
Year of publication: |
2011
|
---|---|
Authors: | Glasserman, Paul |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | Portfolio-Management | Portfolio selection | Risiko | Risk | Risikomanagement | Risk management | Risikomaß | Risk measure | Messung | Measurement |
Extent: | 1 Online-Ressource (36 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 29, 2009 erstellt |
Other identifiers: | 10.2139/ssrn.1396850 [DOI] |
Classification: | G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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