From log-optimal portfolio theory to risk measures : logarithmic expected shortfall
G. Arici, M. Dalai and R. Leonardi
| Year of publication: |
2019
|
|---|---|
| Authors: | Arici, G. ; Dalai, M. ; Leonardi, Roberto |
| Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 22.2019, 2, p. 37-58
|
| Subject: | measures of risk | expected shortfall (ES) | portfolio optimization | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Theorie | Theory | Messung | Measurement | Risiko | Risk | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JOR.2019.422 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013177108