Risk measures and portfolio optimization
Year of publication: |
September 2014
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Authors: | Gambrah, Priscilla Serwaa Nkyira ; Pirvu, Traian Adrian |
Published in: |
Journal of risk and financial management : JRFM. - Basel : MDPI, ISSN 1911-8074, ZDB-ID 2739117-6. - Vol. 7.2014, 3, p. 113-129
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Subject: | risk management | value-at-risk | average value-at-risk | limited expected loss | geometric Brownian motion | optimal portfolio strategy | Theorie | Theory | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Risikomanagement | Risk management | Stochastischer Prozess | Stochastic process | Messung | Measurement |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/jrfm7030113 [DOI] hdl:10419/178549 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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