;
2017
Online
DOI: 10.48550/ARXIV.1710.04818
Einrichtungen
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Dokumenttyp
Preprint
Format
online
Sprache
English
Externe Identnummern
arXiv: arXiv:1710.04818
Interne Identnummern
RWTH-2017-08957
Datensatz-ID: 706977
Beteiligte Länder
Germany, USA
Preprint
A General Framework for Portfolio Theory : Part I: theory and various models
43 Seiten : Illustrationen (2017) [10.48550/ARXIV.1710.04579]
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Journal Article/Contribution to a book
A General Framework for Portfolio Theory : Part II: Drawdown Risk Measures
Risks 6(3), 76 (2018) [10.3390/risks6030076] special issue: "Special Issue "Computational Methods for Risk Management in Economics and Finance" / Guest Editor Dr. Marina Resta, University of Genova, Italy"
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Preprint
A General Framework for Portfolio Theory : Part II: drawdown risk measures
Report / Institut für Mathematik, RWTH Aachen 92, 35 Seiten (2017)
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Report
A General Framework for Portfolio Theory : Part I: theory and various models
Report / Institut für Mathematik, RWTH Aachen 91, 47 Seiten (2017)
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