How to reduce extreme risk of the US tourism indices? : minimum-CVaR portfolio approach
Dejan Živkov, Bojana Kovačevič-Berlekovič, Dušan Kicovič, Jasmina Đuraškovič
| Year of publication: |
2023
|
|---|---|
| Authors: | Živkov, Dejan ; Kovačevič-Berlekovič, Bojana ; Kicovič, Dušan ; Đuraškovič, Jasmina |
| Published in: |
Finance a úvěr. - Praha : Datakonekt, ISSN 0015-1920, ZDB-ID 860318-2. - Vol. 73.2023, 1, p. 81-103
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| Subject: | tourism indices | extreme risk | COVID crisis | minimum-CVaR portfolio optimization | Portfolio-Management | Portfolio selection | Tourismus | Tourism | Coronavirus | Wirtschaftsindikator | Economic indicator | Risiko | Risk | Risikomanagement | Risk management | Risikomaß | Risk measure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.32065/CJEF.2023.01.04 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014249185