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  • Search: subject:"utility-based performance metrics"
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Capital income 1 Kapitaleinkommen 1 Portfolio selection 1 Portfolio-Management 1 Risikomanagement 1 Risk management 1 Volatility 1 Volatilität 1 managed volatility (MV) 1 return distribution normalization 1 tail-risk mitigation 1 utility-based performance metrics 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Dreyer, Anna A. 1 Hubrich, Stefan 1
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The journal of investment strategies 1
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ECONIS (ZBW) 1
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Tail-risk mitigation with managed volatility strategies
Dreyer, Anna A.; Hubrich, Stefan - In: The journal of investment strategies 8 (2019) 1, pp. 29-56
Persistent link: https://www.econbiz.de/10012020343
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