Portfolio risk management in a data-rich environment

Mohammed Bouaddi; Abderrahim Taamouti

Year of publication:	2012
Authors:	Bouaddi, Mohammed ; Taamouti, Abderrahim
Published in:	Financial markets and portfolio management. - Heidelberg [u.a.] : Springer, ISSN 1934-4554, ZDB-ID 2052480-8. - Vol. 26.2012, 4, p. 469-494
Subject:	Portfolio weights modeling \| Factor analysis \| Principal components \| Portfolio performance \| Value-at-risk \| Expected shortfall \| Downside probability \| Portfolio-Management \| Portfolio selection \| Risikomaß \| Risk measure \| Risikomanagement \| Risk management \| Theorie \| Theory \| Faktorenanalyse \| Schätzung \| Estimation

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