Risk measures and portfolio selection
Svetlozar T. Rachev; Christian Menn; Frank J. Fabozzi
| Year of publication: |
2008
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|---|---|
| Authors: | Račev, Svetlozar T. ; Menn, Christian ; Fabozzi, Frank J. |
| Published in: |
Valuation, financial modeling, and quantitative tools. - Hoboken, NJ : Wiley, ISBN 978-0-470-07816-7. - 2008, p. 101-108
|
| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Risikomaß | Risk measure | Risiko | Risk | Messung | Measurement |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003765462