Sensitivity analysis of portfolio volatility : importance of weights, sectors and impact of trading strategies
Emanuele Borgonovo and Marco Percoco
| Year of publication: |
2007
|
|---|---|
| Authors: | Borgonovo, Emanuele ; Percoco, Marco |
| Published in: |
Advances in risk management. - Basingstoke, Hampshire [u.a.] : Palgrave Macmillan, ISBN 0-230-01916-1. - 2007, p. 47-68
|
| Subject: | Volatilität | Volatility | Portfolio-Management | Portfolio selection | Sensitivitätsanalyse | Sensitivity analysis | Anlageverhalten | Behavioural finance |
| 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/10003401579