Tempering effects of (dependent) background risks : a mean-variance analysis of portfolio selection
Thomas Eichner; Andreas Wagener
| Year of publication: |
2012
|
|---|---|
| Authors: | Eichner, Thomas ; Wagener, Andreas |
| Published in: |
Journal of mathematical economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4068, ZDB-ID 217625-7. - Vol. 48.2012, 6, p. 422-430
|
| Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | 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://ebvufind01.dmz1.zbw.eu/10009689435