Hidden risks in mean-variance optimization : an integrated-risk asset allocation proposal
José Luiz Barros Fernandes and José Renato Haas Ornelas
| Year of publication: |
2010
|
|---|---|
| Authors: | Fernandes, José Luiz Barros ; Ornelas, José Renato Haas |
| Published in: |
Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds. - Basingstoke, Hampshire [u.a.] : Palgrave Macmillan, ISBN 978-0-230-24012-4. - 2010, p. 112-133
|
| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Risiko | Risk | Risikomanagement | Risk management |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003940920