Risk Management with Benchmarking

DOI10.1287/MNSC.1050.0476zbMath1232.91606OpenAlexW3123806360MaRDI QIDQ3115966

Suleyman Basak, Alex Shapiro, L. Teplá

Publication date: 21 February 2012

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: http://archive.nyu.edu/handle/2451/26542

zbMATH Keywords

value-at-riskbenchmarkinginvestments shortfallrisk tracking error

Mathematics Subject Classification ID

Portfolio theory (91G10) Credit risk (91G40)

Related Items (22)

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