Asset allocation based on asymmetric risk measures : a multi-criteria approach
Year of publication: |
2006
|
---|---|
Authors: | Kuehne, Daniel |
Subject: | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection | Investitionsentscheidung | Investment decision | Theorie | Theory | Europa | Europe | Nordamerika | North America | Asiatisch-pazifischer Raum | Asia-Pacific region | Asiatisch-Pazifischer Raum | Portfolio Selection | Multikriteria-Entscheidung | Anlagepolitik | Geschichte 1995-2005 | 1995-2005 |
Description of contents: | Table of Contents [gbv.de] |
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Value at risk estimation for stock indices using the Basle committee proposal from 1995
Pojarliev, Momtchil, (2000)
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Brünger, Christian, (2008)
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Linzmeier, Daniel, (2013)
- More ...
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Zur Schätzung der Fristenstruktur von Credit Spreads
Kuehne, Daniel, (2001)
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Asset allocation based on asymmetric risk measures : a multi-criteria approach
Kuehne, Daniel, (2006)
- More ...