Hochschulschrift | Online-Publikation
Optimal portfolios with bounded downside risks
- Location
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Deutsche Nationalbibliothek Frankfurt am Main
- Language
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Englisch
- Notes
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München, Techn. Univ., Diss., 2002
- Keyword
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Portfolio-Management
Black-Scholes-Modell
Theorie
Risikomaß
Varianzanalyse
Portfolio Selection
Value at Risk
Unteres partielles Moment
Black-Scholes-Modell
Lévy-Prozess
Portfolio Selection
Black-Scholes-Modell
Value at Risk
Varianzanalyse
- Creator
- URN
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urn:nbn:de:bvb:91-diss2002102400072
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
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25.03.2025, 1:46 PM CET
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Object type
- Hochschulschrift
- Online-Publikation
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