Desirable properties of an ideal risk measure in portfolio theory
Svetlozar Rachev; Sergio Ortobelli; Stoyan Stoyanov; Frank J. Fabozzi; Almira Biglova
| Year of publication: |
2008
|
|---|---|
| Authors: | Račev, Svetlozar T. ; Ortobelli, Sergio ; Stoyanov, Stoyan ; Fabozzi, Frank J. ; Biglova, Almira |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 11.2008, 1, p. 19-54
|
| Subject: | Risikoaversion | Risk aversion | Risiko | Risk | Portfolio-Management | Portfolio selection | Wahrscheinlichkeitsrechnung | Probability theory |
| 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/10003692723