Minimum VaR and minimum CVaR optimal portfolios: estimators, confidence regions, and tests
Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Frankfurt (Oder)
Europa-Univ. Viadrina
2011
|
| Schriftenreihe: | Discussion paper / European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics
293 |
| Beschreibung: | 42 S. graph. Darst. |
Internformat
MARC
| LEADER | 00000nam a2200000 cb4500 | ||
|---|---|---|---|
| 001 | BV036966753 | ||
| 003 | DE-604 | ||
| 005 | 20110407 | ||
| 007 | t | ||
| 008 | 110119s2011 gw d||| |||| 00||| eng d | ||
| 035 | |a (OCoLC)917756587 | ||
| 035 | |a (DE-599)BVBBV036966753 | ||
| 040 | |a DE-604 |b ger |e rakwb | ||
| 041 | 0 | |a eng | |
| 044 | |a gw |c XA-DE-BB | ||
| 049 | |a DE-521 | ||
| 084 | |a QB 910 |0 (DE-625)141231: |2 rvk | ||
| 100 | 1 | |a Bodnar, Taras |d 1979- |e Verfasser |0 (DE-588)128862432 |4 aut | |
| 245 | 1 | 0 | |a Minimum VaR and minimum CVaR optimal portfolios |b estimators, confidence regions, and tests |c Taras Bodnar ; Wolfgang Schmid ; Taras Zabolotskyy |
| 264 | 1 | |a Frankfurt (Oder) |b Europa-Univ. Viadrina |c 2011 | |
| 300 | |a 42 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a Discussion paper / European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics |v 293 | |
| 700 | 1 | |a Schmid, Wolfgang |d 1956- |e Verfasser |0 (DE-588)128753641 |4 aut | |
| 700 | 1 | |a Zabolotskyy, Taras |d 1983- |e Verfasser |0 (DE-588)133727130 |4 aut | |
| 810 | 2 | |a European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics |t Discussion paper |v 293 |w (DE-604)BV023555055 |9 293 | |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-020881540 | ||
Datensatz im Suchindex
| _version_ | 1804143694007238656 |
|---|---|
| any_adam_object | |
| author | Bodnar, Taras 1979- Schmid, Wolfgang 1956- Zabolotskyy, Taras 1983- |
| author_GND | (DE-588)128862432 (DE-588)128753641 (DE-588)133727130 |
| author_facet | Bodnar, Taras 1979- Schmid, Wolfgang 1956- Zabolotskyy, Taras 1983- |
| author_role | aut aut aut |
| author_sort | Bodnar, Taras 1979- |
| author_variant | t b tb w s ws t z tz |
| building | Verbundindex |
| bvnumber | BV036966753 |
| classification_rvk | QB 910 |
| ctrlnum | (OCoLC)917756587 (DE-599)BVBBV036966753 |
| discipline | Wirtschaftswissenschaften |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01318nam a2200313 cb4500</leader><controlfield tag="001">BV036966753</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20110407 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">110119s2011 gw d||| |||| 00||| eng d</controlfield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)917756587</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV036966753</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakwb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="044" ind1=" " ind2=" "><subfield code="a">gw</subfield><subfield code="c">XA-DE-BB</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-521</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QB 910</subfield><subfield code="0">(DE-625)141231:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Bodnar, Taras</subfield><subfield code="d">1979-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)128862432</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Minimum VaR and minimum CVaR optimal portfolios</subfield><subfield code="b">estimators, confidence regions, and tests</subfield><subfield code="c">Taras Bodnar ; Wolfgang Schmid ; Taras Zabolotskyy</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Frankfurt (Oder)</subfield><subfield code="b">Europa-Univ. Viadrina</subfield><subfield code="c">2011</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">42 S.</subfield><subfield code="b">graph. Darst.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="1" ind2=" "><subfield code="a">Discussion paper / European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics</subfield><subfield code="v">293</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Schmid, Wolfgang</subfield><subfield code="d">1956-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)128753641</subfield><subfield code="4">aut</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Zabolotskyy, Taras</subfield><subfield code="d">1983-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)133727130</subfield><subfield code="4">aut</subfield></datafield><datafield tag="810" ind1="2" ind2=" "><subfield code="a">European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics</subfield><subfield code="t">Discussion paper</subfield><subfield code="v">293</subfield><subfield code="w">(DE-604)BV023555055</subfield><subfield code="9">293</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-020881540</subfield></datafield></record></collection> |
| id | DE-604.BV036966753 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T22:51:44Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-020881540 |
| oclc_num | 917756587 |
| open_access_boolean | |
| owner | DE-521 |
| owner_facet | DE-521 |
| physical | 42 S. graph. Darst. |
| publishDate | 2011 |
| publishDateSearch | 2011 |
| publishDateSort | 2011 |
| publisher | Europa-Univ. Viadrina |
| record_format | marc |
| series2 | Discussion paper / European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics |
| spelling | Bodnar, Taras 1979- Verfasser (DE-588)128862432 aut Minimum VaR and minimum CVaR optimal portfolios estimators, confidence regions, and tests Taras Bodnar ; Wolfgang Schmid ; Taras Zabolotskyy Frankfurt (Oder) Europa-Univ. Viadrina 2011 42 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Discussion paper / European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics 293 Schmid, Wolfgang 1956- Verfasser (DE-588)128753641 aut Zabolotskyy, Taras 1983- Verfasser (DE-588)133727130 aut European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics Discussion paper 293 (DE-604)BV023555055 293 |
| spellingShingle | Bodnar, Taras 1979- Schmid, Wolfgang 1956- Zabolotskyy, Taras 1983- Minimum VaR and minimum CVaR optimal portfolios estimators, confidence regions, and tests |
| title | Minimum VaR and minimum CVaR optimal portfolios estimators, confidence regions, and tests |
| title_auth | Minimum VaR and minimum CVaR optimal portfolios estimators, confidence regions, and tests |
| title_exact_search | Minimum VaR and minimum CVaR optimal portfolios estimators, confidence regions, and tests |
| title_full | Minimum VaR and minimum CVaR optimal portfolios estimators, confidence regions, and tests Taras Bodnar ; Wolfgang Schmid ; Taras Zabolotskyy |
| title_fullStr | Minimum VaR and minimum CVaR optimal portfolios estimators, confidence regions, and tests Taras Bodnar ; Wolfgang Schmid ; Taras Zabolotskyy |
| title_full_unstemmed | Minimum VaR and minimum CVaR optimal portfolios estimators, confidence regions, and tests Taras Bodnar ; Wolfgang Schmid ; Taras Zabolotskyy |
| title_short | Minimum VaR and minimum CVaR optimal portfolios |
| title_sort | minimum var and minimum cvar optimal portfolios estimators confidence regions and tests |
| title_sub | estimators, confidence regions, and tests |
| volume_link | (DE-604)BV023555055 |
| work_keys_str_mv | AT bodnartaras minimumvarandminimumcvaroptimalportfoliosestimatorsconfidenceregionsandtests AT schmidwolfgang minimumvarandminimumcvaroptimalportfoliosestimatorsconfidenceregionsandtests AT zabolotskyytaras minimumvarandminimumcvaroptimalportfoliosestimatorsconfidenceregionsandtests |