Translation-invariant and positive-homogeneous risk measures and optimal portfolio management in the presence of a riskless component
Year of publication: |
2012
|
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Authors: | Landsman, Zinoviy ; Makov, Udi |
Published in: |
Insurance / Mathematics & economics. - 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 |
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