Robust portfolio asset allocation and risk measures
Maria Grazia Scutellà; Raffaella Recchia
| Year of publication: |
2010
|
|---|---|
| Authors: | Scutellà, Maria Grazia ; Recchia, Raffaella |
| Published in: |
4OR : a quarterly journal of operations research. - Berlin, Heidelberg : Springer, ZDB-ID 2127815-5. - Vol. 8.2010, 2, p. 113-139
|
| Subject: | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection | Robustes Verfahren | Robust statistics | Mathematik | Mathematics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003975803