Risk measures for portfolio vectors and allocation of risks
Year of publication: |
2008
|
---|---|
Authors: | Rüschendorf, Ludger |
Published in: |
Risk assessment : decisions in banking and finance. - Heidelberg : Physica-Verl., ISBN 978-3-7908-2049-2. - 2008, p. 153-164
|
Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Risiko | Risk | Risikomaß | Risk measure | Messung | Measurement |
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