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Cvar as a Measure of Risk: Implications for Portfolio Selection · Study

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PreprintCvar as a Measure of Risk: Implications for Portfolio Selection

Gordon J. Alexander2003

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Preprintgreen2003

Cvar as a Measure of Risk: Implications for Portfolio Selection

Gordon J. Alexander · Alexandre M. Baptista

28 citations·0/0 files stored·SSRN Electronic Journal

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Risk and Portfolio Optimization Stochastic processes and financial applications Financial Risk and Volatility Modeling

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2016F. Ausblick auf die literarischen Horizonte von Ri 1.17–21 am Übergang von Jos zu Ri 201753331, 1895-03-25, RIBOURT (Général) †2007Ri-Ri 201753341, 1895-03-26, KRAEMER (Jean)

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Details

Year2003

Typepreprint

Published2003-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations28

Files0 public / 0

ShelfRisk and Portfolio Optimization

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doi10.2139/ssrn.424348

openalex_workW1569020402

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