Stochastic orders and non-Gaussian risk factor models
Year of publication: |
2013
|
---|---|
Authors: | Höse, Steffi ; Huschens, Stefan |
Published in: |
Review of managerial science. - Berlin : Springer, ISSN 1863-6683, ZDB-ID 2296460-5. - Vol. 7.2013, 2, p. 99-140
|
Subject: | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Risikomaß | Risk measure |
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