Shortfall-Risk-basierte Portfolio-Strategien
Subtitle: Grundlagen, Anwendungen, Algorithmen
By: von Jochen V. Kaduff.
Series: Bank- und finanzwirtschaftliche Forschungen ;; Bd. 239
Publisher: P. Haupt
Published: 1996
Place of publication: Bern
Language: ger
Number of pages: 208
Subjects: Portfolio management -- Mathematical models.
Notes: Includes bibliographical references (p. 195-208).
Originally presented as the author's thesis (doctoral)--Hochschule St. Gallen für Wirtschafts- und Sozialwissenschaften, 1996.