Translation-Invariant and Positive-Homogeneous Risk Measures and Optimal Portfolio Management
Year of publication: |
2009
|
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Authors: | Landsman, Zinoviy |
Publisher: |
[2009]: [S.l.] : SSRN |
Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Risikomaß | Risk measure | Risiko | Risk | Messung | Measurement |
Extent: | 1 Online-Ressource (23 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 10, 2009 erstellt |
Other identifiers: | 10.2139/ssrn.1521427 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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