Visualizing the Propagation of Risk : Square-Root Rule, Covariances and Ellipsoids
| Year of publication: |
2011
|
|---|---|
| Authors: | Meucci, Attilio |
| Publisher: |
[2011]: [S.l.] : SSRN |
| Description of contents: |
How to analyze and visualize the propagation law of risk in a multi-dimensional market. Commented code is available for download
|
| Extent: | 1 Online-Ressource (4 p) |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | In: GARP Risk Professional, pp. 52-53, February 2010 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 12, 2011 erstellt |
| Classification: | C1 - Econometric and Statistical Methods: General ; G11 - Portfolio Choice |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013133925