Risk Measures and Portfolio Optimization
Year of publication: |
2014
|
---|---|
Authors: | Gambrah, Priscilla Serwaa Nkyira ; Pirvu, Traian Adrian |
Published in: |
Journal of Risk and Financial Management. - MDPI, Open Access Journal, ISSN 1911-8074. - Vol. 7.2014, 3, p. 113-129
|
Publisher: |
MDPI, Open Access Journal |
Subject: | risk management | value-at-risk | average value-at-risk | limited expected loss | geometric Brownian motion | optimal portfolio strategy |
Extent: | application/pdf text/html |
---|---|
Type of publication: | Article |
Classification: | C - Mathematical and Quantitative Methods ; E - Macroeconomics and Monetary Economics ; F2 - International Factor Movements and International Business ; F3 - International Finance ; G - Financial Economics |
Source: |
-
Risk measures and portfolio optimization
Gambrah, Priscilla Serwaa Nkyira, (2014)
-
Risk measures and portfolio optimization
Gambrah, Priscilla Serwaa Nkyira, (2014)
-
Quantification of VaR: A Note on VaR Valuation in the South African Equity Market
Mabitsela, Lesedi, (2015)
- More ...
-
Risk measures and portfolio optimization
Gambrah, Priscilla Serwaa Nkyira, (2014)
-
Risk measures and portfolio optimization
Gambrah, Priscilla Serwaa Nkyira, (2014)
- More ...