Risk budgeting : portfolio problem solving with value-at-risk
Neil D. Pearson
| Year of publication: |
2002
|
|---|---|
| Authors: | Pearson, Neil D. |
| Publisher: |
New York, NY [u.a.] : Wiley |
| Subject: | Portfolio-Investition | Value at Risk | Investitionsanalyse |
| Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
| Extent: | X, 321 S. : graph. Darst. |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| ISBN: | 0-471-40556-6 |
| Classification: | Investition, Finanzierung |
| Source: |
Persistent link: https://www.econbiz.de/10004710000