Alternative to the mean-variance asset allocation analysis : a scenario methodology for portfolio selection
Michael Schyns, Georges Hübner, and Yves Crama
| Year of publication: |
2009
|
|---|---|
| Authors: | Schyns, Michael ; Hübner, Georges ; Crama, Yves |
| Published in: |
Stock market volatility. - Boca Raton, Fla. [u.a.] : Chapman & Hall/CRC Press, ISBN 978-1-4200-9954-6. - 2009, p. 231-253
|
| Subject: | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection | Varianzanalyse | Analysis of variance |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003830435