Multivariate market risk estimators : reliability and transaction costs in the context of portfolio selection
Frank Gerhard and Dieter Hess
| Year of publication: |
2003
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|---|---|
| Authors: | Gerhard, Frank ; Hess, Dieter |
| Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 9.2003, 1, p. 1-18
|
| Subject: | Portfolio-Management | Portfolio selection | Risiko | Risk | Prognoseverfahren | Forecasting model | Vergleich | Comparison |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The European journal of finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001749072