Lower Partial Moments und Value-at-Risk: eine Synthese
Year of publication: |
1998
|
---|---|
Authors: | Portmann, Thomas ; Wegmann, Patrick |
Published in: |
Finanzmarkt und Portfolio-Management. - Luzern, ISSN 1555-4961, ZDB-ID 635879-2. - Vol. 12.1998, 3, p. 326-341
|
Subject: | Portfolio-Management | Portfolio selection | Bankrisiko | Bank risk | Theorie | Theory | Risikomaß | Risk measure | Momentenmethode | Method of moments | Maßzahl | Statistical measures |
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