Tail estimation and mean-VaR portfolio selection in markets subject to financial instability
Year of publication: |
2002
|
---|---|
Authors: | Consigli, Giorgio |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 26.2002, 7, p. 1355-1382
|
Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Argentinien | Argentina | Statistische Verteilung | Statistical distribution | Risikomaß | Risk measure | Finanzkrise | Financial crisis |
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