On optimal portfolio diversification with respect to extreme risks (Q650773)
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scientific article; zbMATH DE number 5981323
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On optimal portfolio diversification with respect to extreme risks |
scientific article; zbMATH DE number 5981323 |
Statements
On optimal portfolio diversification with respect to extreme risks (English)
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27 November 2011
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portfolio optimization
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risk management
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diversification effects
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multivariate extremes
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0.9068686
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0.8950974
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0.8934475
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0.89219624
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0.89082193
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0.88693607
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0.88588846
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