Minimum VaR and minimum CVaR optimal portfolios estimators, confidence regions, and tests

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Hauptverfasser: Bodnar, Taras 1979- (VerfasserIn), Schmid, Wolfgang 1956- (VerfasserIn), Zabolotskyy, Taras 1983- (VerfasserIn)
Format: Buch
Sprache:English
Veröffentlicht: Frankfurt (Oder) Europa-Univ. Viadrina 2011
Schriftenreihe:Discussion paper / European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics 293
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Datensatz im Suchindex

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Schmid, Wolfgang 1956-
Zabolotskyy, Taras 1983-
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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
work_keys_str_mv AT bodnartaras minimumvarandminimumcvaroptimalportfoliosestimatorsconfidenceregionsandtests
AT schmidwolfgang minimumvarandminimumcvaroptimalportfoliosestimatorsconfidenceregionsandtests
AT zabolotskyytaras minimumvarandminimumcvaroptimalportfoliosestimatorsconfidenceregionsandtests