The riskiness of stock versus money market investment with stochastic rates (Q6161236)
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scientific article; zbMATH DE number 7702729
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The riskiness of stock versus money market investment with stochastic rates |
scientific article; zbMATH DE number 7702729 |
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The riskiness of stock versus money market investment with stochastic rates (English)
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27 June 2023
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asset allocation
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spectral risk measures
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vasicek process
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time diversification
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GlueVaR
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