The use of risk budgets in portfolio optimization
Albina Unger. With a foreword by Thorsten Poddig
| Year of publication: |
2015
|
|---|---|
| Authors: | Unger, Albina |
| Other Persons: | Poddig, Thorsten (contributor) |
| Publisher: |
Wiesbaden : Springer Gabler |
| Subject: | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Risikomanagement | Risk management | Theorie | Theory | Schätzung | Estimation | Aktienmarkt | Stock market | Deutschland | Germany | USA | United States | Portfolio Selection | Kreditmarkt |
| Description of contents: | Table of Contents [gbv.de] ; Description [swbplus.bsz-bw.de] ; Description [bvbr.bib-bvb.de] |
| Extent: | XXIV, 424 S. graph. Darst. 210 mm x 148 mm |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis |
| Language: | English |
| Thesis: | Zugl.: Bremen, Univ., Diss., 2014 |
| Notes: | Bibliogr. S. [391] - 424 |
| ISBN: | 3-658-07258-X ; 978-3-658-07258-2 ; 978-3-658-07259-9 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010413063