Alternative to the mean-variance asset allocation analysis : a scenario methodology for portfolio selection

Alternative to the mean-variance asset allocation analysis a scenario methodology for portfolio selection

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Bibliographische Detailangaben
Veröffentlicht in:Stock market volatility
1. Verfasser: Schyns, Michael (VerfasserIn)
Weitere Verfasser: Hübner, Georges (VerfasserIn), Crama, Yves (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2009
Schlagworte:
Risikomaß > Portfolio-Management > Varianzanalyse > Aufsatz im Buch
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