CVaR and Asset Allocation
Year of publication: |
2015
|
---|---|
Authors: | Leblanc, Matthieu |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure |
Description of contents: |
Vulgarization paper on Conditional Value at Risk
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Quantitative Allocation, Lecture Given at Ensai, Part II : Exercices and Computational Project
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Quantitative Allocation : Lecture given at Ensai (Part I)
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International Investment in Equities and Thematic Diversification
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