Value at Risk Incorporating Dynamic Portfolio Management
Year of publication: |
2011
|
---|---|
Authors: | Lawrence, Stephen |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure |
Extent: | 1 Online-Ressource (36 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 9, 2000 erstellt |
Other identifiers: | 10.2139/ssrn.1932719 [DOI] |
Classification: | D81 - Criteria for Decision-Making under Risk and Uncertainty |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Dannenberg, Henry, (2009)
-
Superhedging and dynamic risk measures under volatility uncertainty
Nutz, Marcel, (2010)
-
Heterogeneity of investors and asset pricing in a risk-value world
Franke, Günter, (2001)
- More ...
-
Evidence on dynamic loss aversion from currency portfolios
Froot, Kenneth, (2011)
-
Emergency department staff planning to improve patient care and reduce costs
Ganguly, Subhamoy, (2014)
-
Froot, Kenneth, (2011)
- More ...