Portfolio optimization and long-term dependence

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Bibliographische Detailangaben
Veröffentlicht in:	Portfolio and risk management for central banks and sovereign wealth funds
1. Verfasser:	León, Carlos (VerfasserIn)
Weitere Verfasser:	Reveiz, Alejandro (VerfasserIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	2011
Schlagworte:	Aufsatz im Buch
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Managing foreign exchange reserves in the crisis and after	2011	McCauley, Robert N.
Inflation hedging portfolios in different regimes	2011	Brière, Marie
Portfolio optimization and long-term dependence	2011	León, Carlos
An option theoretic model for ultimate loss-given-default with systematic recovery risk and stochastic returns on defaulted debt	2011	Jacobs, Michael