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Portfolio optimization with hedge funds
| Metadata Label | Value |
|---|---|
| Author(s): | Jöhri, Stephan |
| Publisher: | ETH, Eidgenössische Technische Hochschule Zürich, Department of Computer Science |
| Citation: | Jöhri, Stephan. Portfolio optimization with hedge funds. Conditional value at risk and conditional draw-down at risk for portfolio optimization with alternative investments Stephan Jöhri. ETH, Eidgenössische Technische Hochschule Zürich, Department of Computer Science (2004). http://dx.doi.org/10.3929/ethz-a-004696440 |
| Document Type: | Master Theses |
| Documents: |
Text
(2.43MB) |
Detailed Information
| Metadata | Description |
|---|---|
| Title | Portfolio optimization with hedge funds |
| Subtitle | Conditional value at risk and conditional draw-down at risk for portfolio optimization with alternative investments Stephan Jöhri |
| Author(s) | Jöhri, Stephan |
| Publication Place | Zürich |
| Publisher | ETH, Eidgenössische Technische Hochschule Zürich, Department of Computer Science |
| Publication Date | 2004 |
| Notes | Master thesis, Swiss Federal Institute of Technology (ETH) Zurich, 2004 |
| Language | English |
| DOI | http://dx.doi.org/10.3929/ethz-a-004696440 |
| Subject(s) | Computer Science, General |
| Organisational Unit | Institute of Computational Science (ICoS) |
| Online Publication Date | 2004 |
| Description | File Name | MIME Type | Size |
|---|---|---|---|
| Text |
eth-27088-01.pdf |
application/pdf | 2.43MB |
| Description | URL |
|---|---|
| NEBIS Link | http://opac.nebis.ch/F/?local_base=NEBIS&func=find-b&find_code=SYS&request=004696440 |
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E-Collection record created: Sat, 19 Apr 2008, 02:02:20 CET