Coherent risk measures, valuation bounds, and (my, rho)-portfolio optimization:
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | German |
| Published: |
Berlin
Sonderforschungsbereich 373
1999
|
| Series: | Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse <Berlin>: Discussion paper
1999,64 |
| Item Description: | Literaturverz. S. 31 - 33 |
| Physical Description: | 33 S. |
Staff View
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| illustrated | Not Illustrated |
| indexdate | 2024-07-09T18:35:41Z |
| institution | BVB |
| language | German |
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| physical | 33 S. |
| publishDate | 1999 |
| publishDateSearch | 1999 |
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| publisher | Sonderforschungsbereich 373 |
| record_format | marc |
| series | Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse <Berlin>: Discussion paper |
| series2 | Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse <Berlin>: Discussion paper |
| spelling | Jaschke, Stefan Verfasser aut Coherent risk measures, valuation bounds, and (my, rho)-portfolio optimization Stefan Jaschke ; Uwe Küchler. Humboldt-Universität zu Berlin, Quantifikation und Simulation Ökonomischer Prozesse Sonderforschungsbereich 373, Wirtschaftswissenschaftliche Fakultät Berlin Sonderforschungsbereich 373 1999 33 S. txt rdacontent n rdamedia nc rdacarrier Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse <Berlin>: Discussion paper 1999,64 Literaturverz. S. 31 - 33 Küchler, Uwe Verfasser aut Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse <Berlin>: Discussion paper 1999,64 (DE-604)BV012925295 1999,64 |
| spellingShingle | Jaschke, Stefan Küchler, Uwe Coherent risk measures, valuation bounds, and (my, rho)-portfolio optimization Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse <Berlin>: Discussion paper |
| title | Coherent risk measures, valuation bounds, and (my, rho)-portfolio optimization |
| title_auth | Coherent risk measures, valuation bounds, and (my, rho)-portfolio optimization |
| title_exact_search | Coherent risk measures, valuation bounds, and (my, rho)-portfolio optimization |
| title_full | Coherent risk measures, valuation bounds, and (my, rho)-portfolio optimization Stefan Jaschke ; Uwe Küchler. Humboldt-Universität zu Berlin, Quantifikation und Simulation Ökonomischer Prozesse Sonderforschungsbereich 373, Wirtschaftswissenschaftliche Fakultät |
| title_fullStr | Coherent risk measures, valuation bounds, and (my, rho)-portfolio optimization Stefan Jaschke ; Uwe Küchler. Humboldt-Universität zu Berlin, Quantifikation und Simulation Ökonomischer Prozesse Sonderforschungsbereich 373, Wirtschaftswissenschaftliche Fakultät |
| title_full_unstemmed | Coherent risk measures, valuation bounds, and (my, rho)-portfolio optimization Stefan Jaschke ; Uwe Küchler. Humboldt-Universität zu Berlin, Quantifikation und Simulation Ökonomischer Prozesse Sonderforschungsbereich 373, Wirtschaftswissenschaftliche Fakultät |
| title_short | Coherent risk measures, valuation bounds, and (my, rho)-portfolio optimization |
| title_sort | coherent risk measures valuation bounds and my rho portfolio optimization |
| volume_link | (DE-604)BV012925295 |
| work_keys_str_mv | AT jaschkestefan coherentriskmeasuresvaluationboundsandmyrhoportfoliooptimization AT kuchleruwe coherentriskmeasuresvaluationboundsandmyrhoportfoliooptimization |