Application of a General Risk Management Model to Portfolio Optimization Problems with Elliptical Distributed Returns for Risk Neutral and Risk Averse Decision Makers
Year of publication: |
2013
|
---|---|
Authors: | Kaynar, B. ; Birbil, S. Ilker ; Frenk, J. B. G. |
Publisher: |
[S.l.] : SSRN |
Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Risikoaversion | Risk aversion | Nutzenfunktion | Utility function | Risikomaß | Risk measure | Risikoneutralität | Risk neutrality | Statistische Verteilung | Statistical distribution | Kapitaleinkommen | Capital income | Risikomanagement | Risk management | Risiko | Risk |
Extent: | 1 Online-Ressource (19 p) |
---|---|
Series: | ERIM Report Series Reference ; No. ERS-2007-032-LIS |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 24, 2007 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Kaynar, Bahar, (2007)
-
Kaynar, Bahar, (2007)
-
Chabi-Yo, Fousseni, (2019)
- More ...
-
Equilibrium constrained optimazation problems
Bi̇rbi̇l, Ş. İlker, (2003)
-
Recursive approximation of the high dimensional max function
Bi̇rbi̇l, Ş. İlker, (2003)
-
Topaloglu, Huseyin, (2012)
- More ...