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~person:"Belles-Sampera, James"
~person:"Fabozzi, Frank J."
~person:"Vries, Casper G. de"
~subject:"Diversification"
~subject:"Estimation"
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Belles-Sampera, James
Fabozzi, Frank J.
Vries, Casper G. de
McAleer, Michael
20
Allen, David E.
12
Stoja, Evarist
12
Caporin, Massimiliano
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Escanciano, Juan Carlos
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ECONIS (ZBW)
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Subadditivity re-examined : the case for value-at-risk
Daníelsson, Jón
;
Jorgensen, Bjorn N.
;
Mandira, Sarma
; …
-
2005
Persistent link: https://www.econbiz.de/10003358396
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12
Portfolio selection with limited downside risk
Jansen, Dennis W.
;
Koedijk, Kees
;
Vries, Casper G. de
- In:
Journal of empirical finance
7
(
2000
)
3/4
,
pp. 247-269
Persistent link: https://www.econbiz.de/10001557717
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