Optimal portfolio allocation under the probabilistic VaR constraint and incentives for financial innovation
Jón Daníelsson; Bjørn N. Jorgensen; Bjørn G de Vries; Xiaoguang Yang
| Year of publication: |
2008
|
|---|---|
| Authors: | Daníelsson, Jón ; Jorgensen, Bjorn N. ; Vries, Casper G. de ; Yang, Xiaoguang |
| Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 4.2008, 3, p. 345-367
|
| Subject: | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Finanzprodukt | Financial product | Theorie | Theory |
| 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/10003714674