Value at risk methodology of international index portfolio under soft conditions (fuzzy-stochastic approach)
Zdeněk Zmeškal
| Year of publication: |
2005
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|---|---|
| Authors: | Zmeškal, Zdeněk |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 14.2005, 2, p. 263-275
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| Subject: | Portfolio-Management | Portfolio selection | Fuzzy-Set-Theorie | Fuzzy sets | Theorie | Theory | Risikomaß | Risk measure |
| 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/10002738309