Constraints in quantitative strategies : an alignment perspective
Anureet Saxena; Chris Martin; Robert A. Stubbs
| Year of publication: |
2013
|
|---|---|
| Authors: | Saxena, Anureet ; Martin, Chris ; Stubbs, Robert A. |
| Published in: |
Journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 14.2013, 5, p. 278-292
|
| Subject: | risk estimation | portfolio optimization | constraints | factor alignment | factor risk model | Portfolio-Management | Portfolio selection | Risiko | Risk | Theorie | Theory | Risikomanagement | Risk management | Risikomaß | Risk measure | Strategisches Management | Strategic management | Risikomodell | Risk model |
| Extent: | graph. Darst. |
|---|---|
| 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/10010237944