The application of Hermite polynomials to risk allocation
Francois Buet-Golfouse and Anthony W. Owen
| Year of publication: |
February 2016
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|---|---|
| Authors: | Buet-Golfouse, Francois ; Owen, Anthony W. |
| Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 18.2015/2016, 3, p. 77-110
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| Subject: | portfolio risk | analytical framework | Hermite polynomials | second-order adjustment | third-order adjustment | Theorie | Theory | Portfolio-Management | Portfolio selection | Risiko | Risk | Risikomanagement | Risk management |
| 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/10011439107