Systemic Risk-Driven Portfolio Selection (Q5095162): Difference between revisions
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Revision as of 02:33, 20 March 2024
scientific article; zbMATH DE number 7568770
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Systemic Risk-Driven Portfolio Selection |
scientific article; zbMATH DE number 7568770 |
Statements
Systemic Risk-Driven Portfolio Selection (English)
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5 August 2022
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systemic risk
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portfolio selection
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risk management
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VaR
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CoVaR
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risk-adjusted returns
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