Simple and robust risk budgeting with expected shortfall
Thomas Philips and Michael Liu
| Year of publication: |
2011
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|---|---|
| Authors: | Philips, Thomas ; Liu, Michael |
| Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Pageant Media Ltd., ISSN 0095-4918, ZDB-ID 197145-1. - Vol. 38.2011/12, 1, p. 78-90
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| Subject: | Risikomaß | Risk measure | Theorie | Theory | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Risiko | Risk |
| 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/10009381261