Allocating and forecasting changes in risk
Daniel Gaigall
| Year of publication: |
2023
|
|---|---|
| Authors: | Gaigall, Daniel |
| Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 25.2023, 3, p. 1-24
|
| Subject: | portfolio risk | allocation | forecast | covariance principle | conditional expectation | principle | Portfolio-Management | Portfolio selection | Risiko | Risk | Theorie | Theory | Prognoseverfahren | Forecasting model | Korrelation | Correlation | Prognose | Forecast | Allokation | Allocation | Risikomanagement | Risk management | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JOR.2022.048 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014283880