Diversification benefits of risk portfolio models : a case of Taiwan's stock market
Jing-Rung Yu, Wan-Jiun Paul Chiou, Jian-Hong Yang
| Year of publication: |
February 2017
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| Authors: | Yu, Jing-Rung ; Chiou, Wan-jiun Paul ; Yang, Jian-Hong |
| Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 48.2017, 2, p. 467-502
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| Subject: | Diversification benefits | Risk modeling | VaR | CVaR | Portfolio-Management | Portfolio selection | Taiwan | Diversifikation | Diversification | Risikomaß | Risk measure | Aktienmarkt | Stock market | Risikomanagement | Risk management | Kapitaleinkommen | Capital income | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11156-016-0558-0 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011796645