Coherent risk measures and good-deal bounds
Year of publication: |
2001
|
---|---|
Authors: | Jaschke, Stefan R. ; Küchler, Uwe |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 5.2001, 2, p. 181-200
|
Subject: | Portfolio-Management | Portfolio selection | Risiko | Risk | Finanzanalyse | Financial analysis | Theorie | Theory | Maßzahl | Statistical measures |
-
Coherent risk measures, valuation bounds, and (m, r)-portfolio optimization
Jaschke, Stefan R., (1999)
-
Siemßen, Sönke J., (2000)
-
Kennziffern zur Verbraucherinformation bei risikobehafteten Finanzanlagen
Hufnagel, Rainer, (2003)
- More ...
-
Coherent risk measures, valuation bounds, and (my,p)-portfolio optimization
Jaschke, Stefan R., (1999)
-
Coherent risk measures, valuation bounds, and (my,p)-portfolio optimization
Jaschke, Stefan R., (1999)
-
Coherent risk measures, valuation bounds, and (m, r)-portfolio optimization
Jaschke, Stefan R., (1999)
- More ...