Risk measurement with spectral capital allocation
L. Overbeck and M. Sokolova
| Year of publication: |
[2017]
|
|---|---|
| Authors: | Overbeck, Ludger ; Sokolova, M. |
| Published in: |
Applied quantitative finance. - Berlin, Germany : Springer, ISBN 3-662-54485-7. - 2017, p. 93-111
|
| Subject: | Risiko | Risk | Theorie | Theory | Messung | Measurement | Portfolio-Management | Portfolio selection | Risikoaversion | Risk aversion | Zeitreihenanalyse | Time series analysis | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/978-3-662-54486-0_6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011794955