Tail risk in the cross section of alternative risk premium strategies
Nick Baltas and Bernd Scherer
| Year of publication: |
2019
|
|---|---|
| Authors: | Baltas, Nick ; Scherer, Bernd |
| Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Pageant Media Ltd., ISSN 0095-4918, ZDB-ID 197145-1. - Vol. 45.2018, 2, p. 93-104
|
| Subject: | Risikomanagement | Risk management | Risikoprämie | Risk premium | Risiko | Risk | Risikomaß | Risk measure | CAPM | Portfolio-Management | Portfolio selection |
| 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/10012016844