Portfolio selection based on value at risk

被引：0
|
作者：
Gramlich, D
Peylo, BT
机构：
[1] Staatliche Studienakad Berufsakad Heidenheim, Finanzwirtschaft Bankbetriebslehre, D-89518 Heidenheim, Germany
[2] Softlab GMBH Munchen, Solut Ctr Banken, D-81677 Munich, Germany
来源：
BETRIEBSWIRTSCHAFTLICHE FORSCHUNG UND PRAXIS | 2000年 / 52卷 / 05期
关键词：
D O I：
暂无
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
引用
收藏
页码：507 / 521
页数：15
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