Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model
Young Shin Kim; Rosella Giacometti; Svetlozar T. Rachev; Frank J. Fabozzi; Domenico Mignacca
| Year of publication: |
2012
|
|---|---|
| Authors: | Kim, Young Shin ; Giacometti, Rosella ; Račev, Svetlozar T. ; Fabozzi, Frank J. ; Mignacca, Domenico |
| Published in: |
Annals of operations research. - Dordrecht, The Netherlands : Springer Nature B.V., ISSN 0254-5330, ZDB-ID 252629-3. - Vol. 201.2012, p. 325-343
|
| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Multivariate Analyse | Multivariate analysis | Risikomaß | Risk measure | Statistische Verteilung | Statistical distribution | Kapitaleinkommen | Capital income | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009710216