Translation-invariant and positive-homogeneous risk measures and optimal portfolio management in the presence of a riskless component
Zinoviy Landsman; Udi Makov
| Year of publication: |
2012
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|---|---|
| Authors: | Landsman, Zinoviy ; Makov, Udi |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 50.2012, 1, p. 94-98
|
| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Risikomaß | Risk measure | Risiko | Risk | Messung | Measurement |
| 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/10009501696