Quantifying time variation and asymmetry in measures of covariance risk : a simulation approch
Ólan T. Henry, Nilss Olekalns and Kalvinder K. Shields
| Year of publication: |
2013
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|---|---|
| Authors: | Henry, Ólan Thomas John ; Olekalns, Nilss ; Shields, Kalvinder K. |
| Published in: |
Handbook of research methods and applications in empirical finance. - Cheltenham, UK : Edward Elgar, ISBN 978-1-78254-017-5. - 2013, p. 457-475
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| Subject: | Simulation | Messung | Measurement | Korrelation | Correlation | Portfolio-Management | Portfolio selection | CAPM | Risiko | Risk |
| 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/10011897560