Reconciling Tracking Error Volatility and Value-at-Risk in Active Portfolio Management: A New Frontier
- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
-
1 Online-Ressource.
- Sprache
-
Englisch
- Erschienen in
-
Reconciling Tracking Error Volatility and Value-at-Risk in Active Portfolio Management: A New Frontier ; day:14 ; month:8 ; year:2024 ; pages:1-30
Computational economics ; (14.8.2024), 1-30
- Klassifikation
-
Wirtschaft
- Urheber
-
Lucchetti, Riccardo
Nicolau, Mihaela
Palomba, Giulio
Riccetti, Luca
- Beteiligte Personen und Organisationen
-
SpringerLink (Online service)
- DOI
-
10.1007/s10614-024-10684-4
- URN
-
urn:nbn:de:101:1-2411041118333.663894553646
- Rechteinformation
-
Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
15.08.2025, 07:40 MESZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Beteiligte
- Lucchetti, Riccardo
- Nicolau, Mihaela
- Palomba, Giulio
- Riccetti, Luca
- SpringerLink (Online service)
Ähnliche Objekte (12)
Decomposing Portfolio Value-at-Risk: A General Analysis
What Derives theBond Portfolio Value-at-Risk
Forecasting Value-at-Risk under Temporal and Portfolio Aggregation
Value-at-risk estimation for a high-dimensional portfolio
Dependency modeling and value-at-risk forecasts for financial portfolios
Frontiers of stochastically nondominated portfolios
Forecasting Value-at-Risk using Block Structure Multivariate Stochastic Volatility Models
Portfolio optimization with a copula-based extension of conditional value-at-risk
Volatility-managed portfolios : a close examination
Value-at-risk for South-East Asian stock markets: Stochastic volatility vs. GARCH
Exchange rate, interest rate and stock market price volatility for value-at-risk analysis
Reconciling Trends in U.S. Male Earnings Volatility: Results from Survey and Administrative Data
Decomposing Portfolio Value-at-Risk: A General Analysis
What Derives theBond Portfolio Value-at-Risk
Forecasting Value-at-Risk under Temporal and Portfolio Aggregation
Value-at-risk estimation for a high-dimensional portfolio
Dependency modeling and value-at-risk forecasts for financial portfolios
Frontiers of stochastically nondominated portfolios
Forecasting Value-at-Risk using Block Structure Multivariate Stochastic Volatility Models
Portfolio optimization with a copula-based extension of conditional value-at-risk
Volatility-managed portfolios : a close examination
Value-at-risk for South-East Asian stock markets: Stochastic volatility vs. GARCH
Exchange rate, interest rate and stock market price volatility for value-at-risk analysis
Reconciling Trends in U.S. Male Earnings Volatility: Results from Survey and Administrative Data
Decomposing Portfolio Value-at-Risk: A General Analysis
What Derives theBond Portfolio Value-at-Risk
Forecasting Value-at-Risk under Temporal and Portfolio Aggregation
Value-at-risk estimation for a high-dimensional portfolio
Dependency modeling and value-at-risk forecasts for financial portfolios
Frontiers of stochastically nondominated portfolios
Forecasting Value-at-Risk using Block Structure Multivariate Stochastic Volatility Models
Portfolio optimization with a copula-based extension of conditional value-at-risk
Volatility-managed portfolios : a close examination
Value-at-risk for South-East Asian stock markets: Stochastic volatility vs. GARCH
Exchange rate, interest rate and stock market price volatility for value-at-risk analysis