Portfolio selection in an expected shortfall framework during the recent "credit crunch" period
Lan-chih Ho; John Cadle; Michael Theobald
| Year of publication: |
2008
|
|---|---|
| Authors: | Ho, Lan-chih ; Cadle, John ; Theobald, Michael |
| Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 9.2008/09, 2, p. 121-137
|
| Subject: | Portfolio-Management | Portfolio selection | Finanzkrise | Financial crisis | Risikomaß | Risk measure |
| 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/10003745639