Value-at-risk based risk management : optimal policies and asset prices
Year of publication: |
1999
|
---|---|
Authors: | Başak, Suleyman ; Shapiro, Alex |
Publisher: |
New York, NY |
Subject: | Portfolio-Management | Portfolio selection | CAPM | Allgemeines Gleichgewicht | General equilibrium | Konsumtheorie | Consumption theory | Theorie | Theory |
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