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Risk Budgeting Allocation for Dynamic Risk Measures

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	Pesenti, Silvana M., Jaimungal, Sebastian, Saporito, Yuri F., Targino, Rodrigo S.
Formato:	Preprint
Publicado:	2023
Materias:	Mathematical Finance Portfolio Management Risk Management
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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