Risk estimation, diversification, and optimal weights
Cheng Few Lee
| Year of publication: |
2024
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|---|---|
| Authors: | Lee, Cheng F. |
| Published in: |
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 3. - New Jersey : World Scientific, ISBN 978-981-12-6324-8. - 2024, p. 1795-1833
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| Subject: | Business risk | Financial risk | Diversification | Beta coefficient | Sharpe performance measure | Optimal weights | Banking lending rate | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Schätzung | Estimation | Theorie | Theory | Risiko | Risk | Kreditrisiko | Credit risk | Diversifikation | Betafaktor | Beta risk | Risikomaß | Risk measure | Bankrisiko | Bank risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1142/9789811269943_0056 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015047334