On measuring nonlinear risk with scarce observations
Alexander Cherny; Raphael Douady; Stanislav Molchanov
| Year of publication: |
2010
|
|---|---|
| Authors: | Cherny, Alexander ; Douady, Raphael ; Molčanov, Stanislav Alekseevič |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 14.2010, 3, p. 375-395
|
| Subject: | Portfolio-Management | Portfolio selection | Hedgefonds | Hedge fund | Risiko | Risk | Messung | Measurement | Multivariate Verteilung | Multivariate distribution | Theorie | Theory |
| 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/10010216489