How does the choice of Value-at-Risk estimator influence asset allocation decisions? (Q4619539)
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scientific article; zbMATH DE number 7013659
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | How does the choice of Value-at-Risk estimator influence asset allocation decisions? |
scientific article; zbMATH DE number 7013659 |
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How does the choice of Value-at-Risk estimator influence asset allocation decisions? (English)
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6 February 2019
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Value-at-Risk
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portfolio optimisation
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shortfall constraints
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simulation
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