Multivariate downside risk : normal versus variance Gamma
Martin Wallmeier; Martin Diethelm
| Year of publication: |
2012
|
|---|---|
| Authors: | Wallmeier, Martin ; Diethelm, Martin |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 32.2012, 5, p. 431-458
|
| Subject: | Theorie | Theory | Varianzanalyse | Analysis of variance | Multivariate Analyse | Multivariate analysis | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Schätzung | Estimation | Statistische Verteilung | Statistical distribution | Volatilität | Volatility | Stochastischer Prozess | Stochastic process |
| 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://www.econbiz.de/10010218781