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1 Ergebnisse
1
Robust portfolio optimization with Expected Shortfall ; Rob..:
Isaksson, Daniel
TRITA-MAT-E. , 2016
Link:
http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-18788
RT Journal T1
Robust portfolio optimization with Expected Shortfall ; Robust portföljoptimering med ES
UL https://suche.suub.uni-bremen.de/peid=base-ftkthstockholm:oai:DiVA.org:kth-187888&Exemplar=1&LAN=DE A1 Isaksson, Daniel PB KTH, Matematisk statistik YR 2016 K1 Robust Portfolio Optimization K1 Risk Management K1 Expected Shortfall K1 Elliptical Distributions K1 GARCH model K1 Normal Copula K1 Hybrid Generalized Pareto-Empirical-Generalized Pareto Marginals K1 Markowitz Mean-Variance Optimization K1 Contribution Expected Shortfall K1 Mathematical Analysis K1 Matematisk analys JF TRITA-MAT-E LK http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-187888 DO http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-187888 SF ELIB - SuUB Bremen
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