Simulative portfolio optimization under distributions of hyperbolic type : methods and empirical investigation
Nils Bierkamp
| Year of publication: |
2006
|
|---|---|
| Authors: | Bierkamp, Nils |
| Publisher: |
Aachen : Shaker |
| Subject: | Portfolio-Management | Portfolio selection | Schätzung | Estimation | Theorie | Theory | Deutschland | Germany | Risikomaß | Risk measure | Statistische Verteilung | Statistical distribution | Portfolio Selection | Hyperbolische Verteilung |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | XII, 118 S graph. Darst 210 mm x 148 mm, 201 gr. |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis |
| Language: | English |
| Thesis: | Zugl.: Erlangen, Nürnberg, Univ., Diss., 2006 |
| ISBN: | 3-8322-5446-3 ; 978-3-8322-5446-9 |
| Classification: | Geld, Inflation, Kapitalmarkt ; Künstliche Intelligenz ; Angewandte Mathematik |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003373967