Risk and Portfolio Analysis

DOI10.1007/978-1-4614-4103-8zbMath1260.91002OpenAlexW2484466710MaRDI QIDQ5390031

Ola Hammarlid, Carl Johan Rehn, Henrik Hult, Filip Lindskog

Publication date: 27 April 2012

Published in: Springer Series in Operations Research and Financial Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-1-4614-4103-8

zbMATH Keywords

convex optimizationportfolio theoryrisk measurementempirical methods

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming (90-01) Portfolio theory (91G10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Credit risk (91G40)

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