Portfolio optimization in the catastrophe space
| Year of publication: |
2020
|
|---|---|
| Authors: | Chang, Carolyn W. ; Chang, Jack S. K. ; Yu, Min‐Teh ; Zhao, Yang |
| Published in: |
European Financial Management. - Wiley, ISSN 1468-036X, ZDB-ID 1480712-9. - Vol. 26.2020, 5 (18.05.), p. 1414-1448
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1111/eufm.12265 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012281714