The alpha alignment factor : a solution to the underestimation of risk for optimized active portfolios
Anureet Saxena; Robert A. Stubbs
| Year of publication: |
2013
|
|---|---|
| Authors: | Saxena, Anureet ; Stubbs, Robert A. |
| Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 15.2012/13, 3, p. 3-37
|
| Subject: | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Schätztheorie | Estimation theory |
| Extent: | graph. Darst. |
|---|---|
| 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/10009732845