„Valueat- Risk“

Suchergebnisse

2 Treffer

• Tail Event Driven ASset allocation
  Härdle, Wolfgang Karl ; Chuen, David Lee Kuo ; Nasekin, Sergey ; Ni, Xinwen ; Petukhina, Alla 2015 Humboldt-Universität zu Berlin
• Tail event driven asset allocation strategies for high-dimensional portfolios
  Petukhina, Alla 2018