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1 Ergebnisse
1
Portfolio optimization when risk factors are conditionally ..:
Doganoglu, Toker
;
Hartz, Christoph
;
Mittnik, Stefan
Series: CFS Working Paper. , 2006
Link:
http://hdl.handle.net/10419/25490
RT Journal T1
Portfolio optimization when risk factors are conditionally varying and heavy tailed
UL https://suche.suub.uni-bremen.de/peid=base-ftzbwkiel:oai:econstor.eu:10419_25490&Exemplar=1&LAN=DE A1 Doganoglu, Toker A1 Hartz, Christoph A1 Mittnik, Stefan PB Frankfurt a. M.: Goethe University Frankfurt, Center for Financial Studies (CFS) YR 2006 K1 ddc:330 K1 C13 K1 C32 K1 G11 K1 G14 K1 G18 K1 Multivariate Stable Distribution K1 Index Model K1 Portfolio Optimization K1 Value-at- Risk K1 Model Adequacy K1 Portfolio-Management K1 Value at Risk JF Series: CFS Working Paper LK http://hdl.handle.net/10419/25490 DO http://hdl.handle.net/10419/25490 SF ELIB - SuUB Bremen
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