Algorithmic estimation of risk factors in financial markets with stochastic drift
Janko Hernández; David Saunders; Luis Seco
| Year of publication: |
2012
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|---|---|
| Authors: | Hernández, Janko ; Saunders, David M. ; Seco, Luis |
| Published in: |
Computers & operations research : and their applications to problems of world concern ; an international journal. - Oxford [u.a.] : Elsevier, ISSN 0305-0548, ZDB-ID 194012-0. - Vol. 39.2012, 4, p. 820-828
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| Subject: | Finanzmarkt | Financial market | Theorie | Theory | Stochastischer Prozess | Stochastic process | Risiko | Risk | Portfolio-Management | Portfolio selection | CAPM |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010217455