Forecasting compositional risk allocations
Tim J. Boonen, Montserrat Guillen, Miguel Santolino
| Year of publication: |
2019
|
|---|---|
| Authors: | Boonen, Tim J. ; Guillén, Montserrat ; Santolino, Miguel |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 84.2019, p. 79-86
|
| Subject: | Simplex | Capital allocation | Dynamic risk management | Isometric logratio | Aitchison geometry | Risikomanagement | Risk management | Theorie | Theory | Allokation | Allocation | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2018.10.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011990442