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Hermite polynomials 1 Portfolio selection 1 Portfolio-Management 1 Risiko 1 Risikomanagement 1 Risk 1 Risk management 1 Theorie 1 Theory 1 analytical framework 1 portfolio risk 1 second-order adjustment 1 third-order adjustment 1
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Article 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Buet-Golfouse, Francois 1 Owen, Anthony W. 1
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Journal of risk 1
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ECONIS (ZBW) 1
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The application of Hermite polynomials to risk allocation
Buet-Golfouse, Francois; Owen, Anthony W. - In: Journal of risk 18 (2015/2016) 3, pp. 77-110
Persistent link: https://www.econbiz.de/10011439107
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