Risk measurement with spectral capital allocation
Ludger Overbeck and Maria Sokolova
| Year of publication: |
2009
|
|---|---|
| Authors: | Overbeck, Ludger ; Sokolova, Maria |
| Published in: |
Applied quantitative finance. - Berlin : Springer, ISBN 978-3-540-69177-8. - 2009, p. 139-159
|
| Subject: | Risiko | Risk | Messung | Measurement | Portfolio-Management | Portfolio selection | Zeitreihenanalyse | Time series analysis | Risikoaversion | Risk aversion | Theorie | Theory | Welt | World |
| Extent: | graph. Darst. |
|---|---|
| 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/10003746012