Tail risk managed investment strategies
Year of publication: |
2020
|
---|---|
Authors: | Rickenberg, Lars |
Other Persons: | Albrecht, Peter (degree supervisor) |
Institutions: | Universität Mannheim (degree granting) |
Publisher: |
Mannheim |
Subject: | risk targeting | tail risk | investment strategies | momentum | momentum crashes | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance | Risikomaß | Risk measure | Risiko | Risk | Volatilität | Volatility | Kapitalanlage | Financial investment |
Extent: | 1 Online-Ressource (vii, 553 Seiten) Illustrationen, Diagramme |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Hochschulschrift ; Graue Literatur ; Non-commercial literature |
Language: | English |
Thesis: | Dissertation, Universität Mannheim, 2020 |
Source: | ECONIS - Online Catalogue of the ZBW |
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