Coherent asset allocation and diversification in the presence of stress events
Riccardo Rebonato and Alexander Denev
| Year of publication: |
2012
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|---|---|
| Authors: | Rebonato, Riccardo ; Denev, Alexander |
| Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 24951808. - Vol. 10.2012, 4, p. 19-53
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10010097128