Mean variance portfolio allocation with a value at risk constraint:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
London
Centre for Economic Policy Research
2001
|
| Schriftenreihe: | Discussion paper series / Centre for Economic Policy Research
2997 : Financial economics |
| Schlagworte: | |
| Beschreibung: | 12 S. graph. Darst. |
Internformat
MARC
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Datensatz im Suchindex
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|---|---|
| any_adam_object | |
| author | Sentana, Enrique |
| author_facet | Sentana, Enrique |
| author_role | aut |
| author_sort | Sentana, Enrique |
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| building | Verbundindex |
| bvnumber | BV014219909 |
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| discipline | Wirtschaftswissenschaften |
| format | Book |
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| id | DE-604.BV014219909 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T18:59:51Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-009749974 |
| oclc_num | 1088479156 |
| open_access_boolean | |
| owner | DE-473 DE-BY-UBG DE-521 |
| owner_facet | DE-473 DE-BY-UBG DE-521 |
| physical | 12 S. graph. Darst. |
| publishDate | 2001 |
| publishDateSearch | 2001 |
| publishDateSort | 2001 |
| publisher | Centre for Economic Policy Research |
| record_format | marc |
| series2 | Discussion paper series / Centre for Economic Policy Research |
| spelling | Sentana, Enrique Verfasser aut Mean variance portfolio allocation with a value at risk constraint Enrique Sentana London Centre for Economic Policy Research 2001 12 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Discussion paper series / Centre for Economic Policy Research 2997 : Financial economics Investment analysis Portfolio management Risk Erscheint auch als Online-Ausgabe Centre for Economic Policy Research Discussion paper series 2997 : Financial economics (DE-604)BV023545932 2997 |
| spellingShingle | Sentana, Enrique Mean variance portfolio allocation with a value at risk constraint Investment analysis Portfolio management Risk |
| title | Mean variance portfolio allocation with a value at risk constraint |
| title_auth | Mean variance portfolio allocation with a value at risk constraint |
| title_exact_search | Mean variance portfolio allocation with a value at risk constraint |
| title_full | Mean variance portfolio allocation with a value at risk constraint Enrique Sentana |
| title_fullStr | Mean variance portfolio allocation with a value at risk constraint Enrique Sentana |
| title_full_unstemmed | Mean variance portfolio allocation with a value at risk constraint Enrique Sentana |
| title_short | Mean variance portfolio allocation with a value at risk constraint |
| title_sort | mean variance portfolio allocation with a value at risk constraint |
| topic | Investment analysis Portfolio management Risk |
| topic_facet | Investment analysis Portfolio management Risk |
| volume_link | (DE-604)BV023545932 |
| work_keys_str_mv | AT sentanaenrique meanvarianceportfolioallocationwithavalueatriskconstraint |