The proper use of risk measures in portfolio theory
Sergio Ortobelli, Svetlozar T. Rachev, Stoyan Stoyanov, Frank J. Fabozzi, Almira Biglova
| Year of publication: |
2005
|
|---|---|
| Authors: | Ortobelli, Sergio ; Račev, Svetlozar T. ; Stoyanov, Stoyan ; Fabozzi, Frank J. ; Biglova, Almira |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 8.2005, 8, p. 1107-1133
|
| Subject: | Portfolio-Management | Portfolio selection | Risiko | Risk | Messung | Measurement | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| 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/10003280039