Scenario optimization technique for the assessment of downside-risk and investable portfolios in post-financial crisis
Mazin A. M. Al Janabi
| Year of publication: |
2015
|
|---|---|
| Authors: | Al Janabi, Mazin A. M. |
| Published in: |
International journal of financial engineering. - New Jersey : World Scientific, ISSN 2424-7863, ZDB-ID 2832504-7. - Vol. 2.2015, 3, p. 1-28
|
| Subject: | Emerging markets | financial engineering | financial risk management | GCC financial markets | liquidity-adjusted value-at-risk | optimization | portfolio management | stress testing | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Risikomanagement | Risk management | Finanzmarkt | Financial market | Finanzkrise | Financial crisis | Schwellenländer | Emerging economies | Financial Engineering | Financial engineering | Finanzrisiko | Financial risk |
| Extent: | graph. Darst. |
|---|---|
| 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://ebvufind01.dmz1.zbw.eu/10011403192