Can switching between risk measures lead to better portfolio optimization?
Brianna Cain; Ralf Zurbruegg
| Year of publication: |
2009
|
|---|---|
| Authors: | Cain, Brianna ; Zurbruegg, Ralf |
| Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 10.2009/10, 6, p. 358-369
|
| Subject: | Portfolio-Management | Portfolio selection | Risiko | Risk | Messung | Measurement | ARCH-Modell | ARCH model |
| 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/10003924922