Risk measurement with spectral capital allocation
Year of publication: |
2009
|
---|---|
Authors: | Overbeck, Ludger ; Sokolova, Maria |
Published in: |
Applied quantitative finance. - Berlin : Springer, ISBN 978-3-540-69177-8. - 2009, p. 139-159
|
Subject: | Risiko | Risk | Messung | Measurement | Portfolio-Management | Portfolio selection | Zeitreihenanalyse | Time series analysis | Risikoaversion | Risk aversion | Theorie | Theory | Welt | World |
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