Risk Budgeting Allocation for Dynamic Risk Measures
Year of publication: |
[2023]
|
---|---|
Authors: | Jaimungal, Sebastian ; Pesenti, Silvana M. ; Saporito, Yuri ; Targino, Rodrigo |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Risiko | Risk | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Messung | Measurement |
Extent: | 1 Online-Ressource (34 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 18, 2023 erstellt |
Other identifiers: | 10.2139/ssrn.4452742 [DOI] |
Classification: | G11 - Portfolio Choice ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; C45 - Neural Networks and Related Topics |
Source: | ECONIS - Online Catalogue of the ZBW |
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