Author: Stefanovits David Schubiger Urs Wüthrich Mario V.
Publisher: MDPI
E-ISSN: 2227-9091|2|3|315-348
ISSN: 2227-9091
Source: Risks, Vol.2, Iss.3, 2014-08, pp. : 315-348
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
Worst-Case Portfolio Optimization under Stochastic Interest Rate Risk
Risks, Vol. 2, Iss. 4, 2014-12 ,pp. :
The Univariate Collapsing Method for Portfolio Optimization
Econometrics, Vol. 5, Iss. 2, 2017-05 ,pp. :
The Impact of Systemic Risk on the Diversification Benefits of a Risk Portfolio
By Busse Marc Dacorogna Michel Kratz Marie
Risks, Vol. 2, Iss. 3, 2014-07 ,pp. :