On dynamic spectral risk measures, a limit theorem and optimal portfolio allocation
- Location
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Deutsche Nationalbibliothek Frankfurt am Main
- ISSN
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1432-1122
- Extent
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Online-Ressource
- Language
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Englisch
- Notes
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online resource.
- Bibliographic citation
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On dynamic spectral risk measures, a limit theorem and optimal portfolio allocation ; volume:21 ; number:4 ; day:16 ; month:8 ; year:2017 ; pages:1073-1102 ; date:10.2017
Finance and stochastics ; 21, Heft 4 (16.8.2017), 1073-1102, 10.2017
- Classification
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Mathematik
- Creator
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Madan, D.
- Contributor
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Pistorius, M.
Stadje, M.
SpringerLink (Online service)
- DOI
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10.1007/s00780-017-0339-1
- URN
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urn:nbn:de:1111-201711248886
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
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15.08.2025, 7:25 AM CEST
Data provider
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Associated
- Madan, D.
- Pistorius, M.
- Stadje, M.
- SpringerLink (Online service)
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