Coherent risk measures, valuation bounds, and (mi,p)-Portfolio optimization:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Berlin
Humboldt- Univ., Wirtschaftswiss. Fak.
1999
|
| Schriftenreihe: | Discussion paper / Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse
99,64 |
| Beschreibung: | 33 S. |
Internformat
MARC
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Datensatz im Suchindex
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| author_facet | Jaschke, Stefan |
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| building | Verbundindex |
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| ctrlnum | (OCoLC)916710598 (DE-599)BVBBV024866391 |
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| id | DE-604.BV024866391 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-09T22:22:42Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-019541153 |
| oclc_num | 916710598 |
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| owner_facet | DE-11 |
| physical | 33 S. |
| publishDate | 1999 |
| publishDateSearch | 1999 |
| publishDateSort | 1999 |
| publisher | Humboldt- Univ., Wirtschaftswiss. Fak. |
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| series2 | Discussion paper / Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse |
| spelling | Jaschke, Stefan Verfasser aut Coherent risk measures, valuation bounds, and (mi,p)-Portfolio optimization Stefan Jaschke ; Uwe Küchler Berlin Humboldt- Univ., Wirtschaftswiss. Fak. 1999 33 S. txt rdacontent n rdamedia nc rdacarrier Discussion paper / Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse 99,64 Küchler, Uwe Sonstige oth Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse <Berlin> Discussion paper 99,64 (DE-604)BV012925295 99,64 |
| spellingShingle | Jaschke, Stefan Coherent risk measures, valuation bounds, and (mi,p)-Portfolio optimization |
| title | Coherent risk measures, valuation bounds, and (mi,p)-Portfolio optimization |
| title_auth | Coherent risk measures, valuation bounds, and (mi,p)-Portfolio optimization |
| title_exact_search | Coherent risk measures, valuation bounds, and (mi,p)-Portfolio optimization |
| title_full | Coherent risk measures, valuation bounds, and (mi,p)-Portfolio optimization Stefan Jaschke ; Uwe Küchler |
| title_fullStr | Coherent risk measures, valuation bounds, and (mi,p)-Portfolio optimization Stefan Jaschke ; Uwe Küchler |
| title_full_unstemmed | Coherent risk measures, valuation bounds, and (mi,p)-Portfolio optimization Stefan Jaschke ; Uwe Küchler |
| title_short | Coherent risk measures, valuation bounds, and (mi,p)-Portfolio optimization |
| title_sort | coherent risk measures valuation bounds and mi p portfolio optimization |
| volume_link | (DE-604)BV012925295 |
| work_keys_str_mv | AT jaschkestefan coherentriskmeasuresvaluationboundsandmipportfoliooptimization AT kuchleruwe coherentriskmeasuresvaluationboundsandmipportfoliooptimization |