Risk management in trading and investment portfolios : an optimisation algorithm for maximum risk-budgeting threshold
Mazin A. M. Al Janabi
| Year of publication: |
2012
|
|---|---|
| Authors: | Al Janabi, Mazin A. M. |
| Published in: |
Journal of emerging market finance. - Los Angeles, Calif. [u.a.] : Sage, ISSN 0972-6527, ZDB-ID 2136100-9. - Vol. 11.2012, 2, p. 189-229
|
| Subject: | Economic capital | emerging markets | financial engineering | financial risk management | GCC financial markets | portfolio management | stress testing | value-at-risk | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Finanzmarkt | Financial market | Risikomaß | Risk measure | Schwellenländer | Emerging economies | Financial Engineering | Financial engineering | Bankrisiko | Bank risk | Finanzrisiko | Financial risk |
| 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/10009752878