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Author
Date
2013Type
- Master Thesis
ETH Bibliography
yes
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https://doi.org/10.3929/ethz-a-009900690Publication status
publishedPublisher
Eidgenössische Technische Hochschule Zürich, Department of Mathematics, Seminar for StatisticsSubject
RISK THEORY (PROBABILITY THEORY); INVESTITIONSRISIKO; VALUE-AT-RISK MODELS (FINANCIAL MATHEMATICS); RISIKOTHEORIE (WAHRSCHEINLICHKEITSRECHNUNG); PORTFOLIOTHEORIE (OPERATIONS RESEARCH); PORTFOLIO SELECTION (OPERATIONS RESEARCH); VALUE-AT-RISK-MODELLE (FINANZMATHEMATIK); INVESTMENT RISKOrganisational unit
02000 - Dep. Mathematik / Dep. of Mathematics01413 - MSc Statistik / MSc Statistics
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ETH Bibliography
yes
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