Risk measures for asset allocation models
Rosella Giacometti and Sergio Ortobelli Lozza
| Year of publication: |
2004
|
|---|---|
| Authors: | Giacometti, Rosella ; Ortobelli Lozza, Sergio |
| Published in: |
Risk measures for the 21st century. - Chichester [u.a.] : Wiley, ISBN 0-470-86154-1. - 2004, p. 69-86
|
| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Risiko | Risk | Risikomaß | Risk measure | Messung | Measurement |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002081521