Hochschulschrift | Online-Publikation
Optimal portfolios with bounded downside risks
- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- Sprache
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Englisch
- Anmerkungen
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München, Techn. Univ., Diss., 2002
- Schlagwort
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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
- Urheber
- URN
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urn:nbn:de:bvb:91-diss2002102400072
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
15.08.2025, 07:22 MESZ
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Objekttyp
- Hochschulschrift
- Online-Publikation
Beteiligte
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