VaR Bounds for Joint Portfolios with Dependence Constraints
Year of publication: |
2016
|
---|---|
Authors: | Puccetti, Giovanni |
Other Persons: | Rüschendorf, Ludger (contributor) ; Manko, Dennis (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | VAR-Modell | VAR model |
Extent: | 1 Online-Ressource (16 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 8, 2016 erstellt |
Other identifiers: | 10.2139/ssrn.2794873 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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