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type_genre:"Aufsatz im Buch"
~isPartOf:"The journal of portfolio management : a publication of Institutional Investor"
~subject:"Theory"
~type_genre:"Article in journal"
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The journal of portfolio management : a publication of Institutional Investor
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Defensive portfolio construction based on extreme value at risk
Schmielewski, Frank
;
Stoyanov, Stoyan V.
- In:
The journal of portfolio management : a publication of …
43
(
2017
)
3
,
pp. 42-50
Persistent link: https://www.econbiz.de/10011687053
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2
Risk-based dynamic asset allocation with extreme tails and correlations
Wang, Peng
;
Sullivan, Rodney N.
;
Ge, Yizhi
- In:
The journal of portfolio management : a publication of …
38
(
2012
)
4
,
pp. 26-42
Persistent link: https://www.econbiz.de/10009669596
Saved in:
3
Fat-tailed models for risk estimation
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
; …
- In:
The journal of portfolio management : a publication of …
37
(
2010/11
)
2
,
pp. 107-117
Persistent link: https://www.econbiz.de/10009273905
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