Dynamic conditional correlation models and portfolio risk management
Frederik Bauer
| Year of publication: |
2011
|
|---|---|
| Authors: | Bauer, Frederik |
| Publisher: |
Aachen : Shaker |
| Subject: | Portfolio Selection | Aktienrendite | Kovarianzmatrix | Risikomanagement |
| Description of contents: | Table of Contents [digitool.hbz-nrw.de] ; Description [digitool.hbz-nrw.de] |
| Extent: | 173 S. : graph. Darst. |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Dissertation u.a. Prüfungsschriften |
| Language: | English |
| Thesis: | Zugl.: Bremen, Univ., Diss., 2010 |
| ISBN: | 978-3-8440-0233-1 |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009495575