A large deviation approach to portfolio management
L. Gardiol ...
| Year of publication: |
2000
|
|---|---|
| Authors: | Gardiol, Lucien ; Gibson, Rajna ; Bares, Pierre-Antoine ; Cont, R. ; Gyger, S. |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 3.2000, 3, p. 547
|
| Subject: | Portfolio-Management | Portfolio selection | Risiko | Risk | Theorie | Theory | Varianzanalyse | Analysis of variance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: International journal of theoretical and applied finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001524312