Risk management in trading and investment portfolios : an optimisation algorithm for maximum risk-budgeting threshold
Mazin A. M. Al Janabi
Year of publication: |
2012
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Authors: | Janabi, Mazin A. M. al |
Published in: |
Journal of emerging market finance. - Los Angeles, Calif. [u.a.] : Sage, ISSN 0972-6527, ZDB-ID 2136100-9. - Vol. 11.2012, 2, p. 189-229
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Subject: | Economic capital | emerging markets | financial engineering | financial risk management | GCC financial markets | portfolio management | stress testing | value-at-risk | Finanzdienstleistung | Financial services | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Finanzmarkt | Financial market | Financial Engineering | Financial engineering |
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