Large portfolio losses

ISSN： 0949-2984

Source： Finance and Stochastics, Vol.8, Iss.1, 2004-01, pp. : 3-16

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

A simple parallel algorithm for large-scale portfolio problems

By Smimou Kamal Thulasiram Ruppa K.

The Journal of Risk Finance Incorporating Balance Sheet, Vol. 11, Iss. 5, 2010-11 ,pp. : 481-495

Emerald Group Publishing Ltd

Access to resources Recommend Favorite

Large returns, conditional correlation and portfolio diversification: a value-at-risk approach

By Silvapulle P. Granger C.W.J.

Quantitative Finance, Vol. 1, Iss. 5, 2001-05 ,pp. : 542-551

Routledge Ltd

Access to resources Recommend Favorite

Resampled efficiency and portfolio choice

By Scherer Bernd

Finanzmarkt und Portfolio Management, Vol. 18, Iss. 4, 2004-12 ,pp. : 382-398

Springer Publishing Company

Access to resources Recommend Favorite

Financial literacy and portfolio diversification

By Abreu Margarida Mendes Victor

Quantitative Finance, Vol. 10, Iss. 5, 2010-05 ,pp. : 515-528

Routledge Ltd

Access to resources Recommend Favorite

Ambiguity in portfolio selection

By Pflug Georg Wozabal David

Quantitative Finance, Vol. 7, Iss. 4, 2007-08 ,pp. : 435-442

Routledge Ltd

Access to resources Recommend Favorite