Stability analysis of portfolio management with conditional value-at-risk
Michal Kaut, Hercules Valdimirou, Stein W. Wallace and Stavros A. Zenios
| Year of publication: |
2009
|
|---|---|
| Authors: | Kaut, Michal ; Valdimirou, Hercules ; Wallace, Stein W. ; Zenios, Stauros Andrea |
| Published in: |
Quantitative fund management. - Boca Raton, Fla. [u.a.] : CRC Press, ISBN 978-1-4200-8191-6. - 2009, p. 315-335
|
| Subject: | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Szenariotechnik | Scenario analysis |
| 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/10003797005