Optimal and investable portfolios : an empirical analysis with scenario optimization algorithms under crisis market prospects
Mazin A. M. Al Janabi
| Year of publication: |
2014
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|---|---|
| Authors: | Al Janabi, Mazin A. M. |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 40.2014, p. 369-381
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| Subject: | Emerging markets | Financial engineering | Financial risk management | GCC financial markets | Liquidity-Adjusted Value-at-Risk | Optimization | Portfolio management | Stress testing | Portfolio-Management | Portfolio selection | Finanzmarkt | Financial market | Risikomanagement | Risk management | Risikomaß | Risk measure | Financial Engineering | Schwellenländer | Emerging economies | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Finanzrisiko | Financial risk |
| 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/10010425591