Scan barcode
244 pages • missing pub info (editions)
ISBN/UID: 9783639514131
Format: Paperback
Language: English
Publisher: Scholars' Press
Publication date: 22 December 2013
Description
In this book, we consider the static problem of portfolio selection in highly volatile markets. From the point of view of risk forecasting, we focus on expected tail loss (ETL) and the more general family of spectral risk measures when the underly...
Community Reviews
Content Warnings
244 pages • missing pub info (editions)
ISBN/UID: 9783639514131
Format: Paperback
Language: English
Publisher: Scholars' Press
Publication date: 22 December 2013
Description
In this book, we consider the static problem of portfolio selection in highly volatile markets. From the point of view of risk forecasting, we focus on expected tail loss (ETL) and the more general family of spectral risk measures when the underly...
Community Reviews
Content Warnings