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~accessRights:"free"
~institution:"Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes"
~subject:"Portfolio-Management"
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Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
National Bureau of Economic Research
497
Institute of Finance and Accounting <London>
19
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
12
Basel Committee on Banking Supervision
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International Center for Financial Asset Management and Engineering
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Center for Economic Research <Tilburg>
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Judge Institute of Management Studies
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University of Cambridge / Department of Applied Economics
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Erasmus Research Institute of Management
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Institut für Finanzdienstleistungen Zug
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Zentrum für Europäische Wirtschaftsforschung
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Keizai-Shakai-Kenkyūsho <Tokio>
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Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
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Financial risk measures for a network of individual agents holding portfolios of light-tailed objects
Klüppelberg, Claudia
;
Seifert, Miriam
-
Sonderforschungsbereich Statistical Modelling of …
-
2019
Persistent link: https://www.econbiz.de/10012035248
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Sampling distributions of optimal portfolio weights and characteristics in low and large dimensions
Bodnar, Taras
;
Dette, Holger
;
Parolya, Nestor
; …
-
Sonderforschungsbereich Statistical Modelling of …
-
2019
Persistent link: https://www.econbiz.de/10012119286
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