Portfolio analytics. An introduction to return and risk measurement

DOI10.1007/978-3-319-19812-5zbMath1330.91002OpenAlexW4229829946MaRDI QIDQ5925205

Wolfgang Marty

Publication date: 16 February 2016

Published in: Springer Texts in Business and Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-19812-5

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Portfolio theory (91G10) Credit risk (91G40)

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