Dynamic risk management of multi-asset portfolios
Year of publication: |
2017
|
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Authors: | Groll, Christian |
Other Persons: | Mittnik, Stefan (degree supervisor) |
Publisher: |
München |
Subject: | asset management | risk management | multi-asset | portfolio management | diversification | econometrics | foreign exchange risk | Markowitz | estimation error | backtest | transaction costs | Theorie | Theory | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Transaktionskosten | Transaction costs | CAPM | Finanzdienstleistung | Financial services | Hedging |
Extent: | 1 Online-Ressource (circa 151 Seiten) Illustrationen |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Hochschulschrift ; Graue Literatur ; Non-commercial literature |
Language: | English |
Thesis: | Dissertation, Ludwig-Maximilians-Universität München, 2018 |
Source: | ECONIS - Online Catalogue of the ZBW |
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