Dynamic value at risk under optimal and suboptimal portfolio policies. (Q5952434)
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scientific article; zbMATH DE number 1688948
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| default for all languages | No label defined |
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| English | Dynamic value at risk under optimal and suboptimal portfolio policies. |
scientific article; zbMATH DE number 1688948 |
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Dynamic value at risk under optimal and suboptimal portfolio policies. (English)
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2001
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Risk analysis
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Value at risk
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Portfolio management
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Optimal portfolio policies
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0.8088082671165466
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0.8085433840751648
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0.7972838878631592
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