Portfolio selection with common correlation mixture models
Markus Haas and Stefan Mittnik
| Year of publication: |
2008
|
|---|---|
| Authors: | Haas, Markus ; Mittnik, Stefan |
| Published in: |
Risk assessment : decisions in banking and finance. - Heidelberg : Physica-Verl., ISBN 978-3-7908-2049-2. - 2008, p. 47-76
|
| Subject: | Portfolio-Management | Portfolio selection | Korrelation | Correlation | Schätztheorie | Estimation theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003781608