The StressVaR : a new risk concept for extreme risk and fund allocation
Cyril Coste, Raphaël Douady, and Ilija I. Zovko
| Year of publication: |
2011
|
|---|---|
| Authors: | Coste, Cyril ; Douady, Raphaël ; Zovko, Ilija I. |
| Published in: |
The journal of alternative investments. - New York, NY : Pageant Media Ltd., ISSN 1520-3255, ZDB-ID 2049760-X. - Vol. 13.2010/11, 3, p. 10-23
|
| Subject: | Hedgefonds | Hedge fund | Investitionsrisiko | Investment risk | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection |
| 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/10008839728