Scenario-based asset allocation with fat tails and non-linear correlation
V. Gorlach
| Year of publication: |
2019
|
|---|---|
| Authors: | Gorlach, V. |
| Published in: |
Tydskrif vir studies in ekonomie en ekonometrie : SEE. - Stellenbosch, ISSN 0379-6205, ZDB-ID 863779-9. - Vol. 43.2019, 3, p. 61-93
|
| Subject: | Portfolio-Management | Portfolio selection | Ausreißer | Outliers | Szenariotechnik | Scenario analysis | Theorie | Theory |
| 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/10012431513