Systemic risk-driven portfolio selection (Q5095162)
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scientific article; zbMATH DE number 7568770
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| 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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0.7824164032936096
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0.7645887732505798
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0.7607976794242859
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0.725682258605957
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