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Mathematical finance / Financial risk / Actuarial science / Expected shortfall / Risk measure / Portfolio optimization / Coherent risk measure / Mathematical optimization / Value at risk


Risk and performance optimization for portfolios of bonds and stocks Tom Fischer Darmstadt University of Technology∗ Armin Roehrl Approximity GmbH†
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Document Date: 2016-01-19 07:11:42


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File Size: 311,59 KB

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