Portfolio selection in the presence of systemic risk
Almira Biglova; Sergio Ortobelli; Frank J. Fabozzi
| Year of publication: |
2014
|
|---|---|
| Authors: | Biglova, Almira ; Ortobelli, Sergio ; Fabozzi, Frank J. |
| Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 15.2014, 5, p. 285-299
|
| Subject: | systemic risk | portfolio selection | performance measure | scenario generation | heavy tails | skewness | Portfolio-Management | Portfolio selection | Systemrisiko | Systemic risk | Risikomaß | Risk measure | Theorie | Theory | Performance-Messung | Performance measurement |
| 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/10010476238