Dynamic conditional correlation models and portfolio risk management
Frederik Bauer
| Year of publication: |
2011
|
|---|---|
| Authors: | Bauer, Frederik |
| Publisher: |
Aachen : Shaker |
| Subject: | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Korrelation | Correlation | Modellierung | Scientific modelling | Portfolio Selection | Aktienrendite | Kovarianzmatrix |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | 173 S. graph. Darst. 210 mm x 148 mm, 260 g |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis |
| Language: | English |
| Thesis: | Zugl.: Bremen, Univ., Diss., 2010 |
| ISBN: | 978-3-8440-0233-1 |
| Classification: | Investition, Finanzierung |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009273500