Risk measures-based cluster methods for finance
Pablo Cristini Guedes, Fernanda Maria Müller, Marcelo Brutti Righi
| Year of publication: |
2023
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|---|---|
| Authors: | Guedes, Pablo Cristini ; Müller, Fernanda Maria ; Righi, Marcelo Brutti |
| Published in: |
Risk management : an international journal. - Berlin : Springer Nature Limited, ISSN 1743-4637, ZDB-ID 2180561-1. - Vol. 25.2023, 1, Art.-No. 4, p. 1-56
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| Subject: | Asset pricing | Capital determination | Cluster methods | Portfolio optimization | Risk measures | Portfolio-Management | Portfolio selection | Theorie | Theory | Risikomaß | Risk measure | Clusteranalyse | Cluster analysis | Regionales Cluster | Regional cluster | CAPM | Risiko | Risk | Messung | Measurement |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s41283-022-00110-0 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013490814