Minimum VaR and minimum CVaR optimal portfolios: estimators, confidence regions, and tests
Gespeichert in:
| Beteiligte Personen: | , , |
|---|---|
| Format: | Buch |
| Sprache: | Englisch |
| Veröffentlicht: |
Frankfurt (Oder)
Europa-Univ. Viadrina
2011
|
| Schriftenreihe: | Discussion paper / European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics
293 |
| Umfang: | 42 S. graph. Darst. |
Internformat
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| 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 | |
| 943 | 1 | |a oai:aleph.bib-bvb.de:BVB01-020881540 | |
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| author | Bodnar, Taras 1979- Schmid, Wolfgang 1956- Zabolotskyy, Taras 1983- |
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| id | DE-604.BV036966753 |
| illustrated | Illustrated |
| indexdate | 2024-12-20T14:45:35Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-020881540 |
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| 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 |
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