guest ::
A General Framework for Portfolio Theory - Part I: Theory and Various Models
;
In
Special Issue "Computational Methods for Risk Management in Economics and Finance" / Special Issue Editor: Dr. Marina Resta, Guest Editor 978-3-03928-499-3
In
Risks : open access journal 6(2), Seiten/Artikel-Nr.:53
2018
In Virtual special issue: Computational Methods for Risk Management in Economics and Finance / Guest Editor Dr. Marina Resta
Online
DOI: 10.18154/RWTH-2018-224003
DOI: 10.3390/risks6020053
URL: https://publications.rwth-aachen.de/record/723153/files/723153.pdf
Einrichtungen
Projekte
Inhaltliche Beschreibung (Schlagwörter)
Markowitz portfolio theory (frei) ; capital market pricing model (frei) ; convex programming (frei) ; efficient frontier (frei) ; financial mathematics (frei) ; fractional Kelly allocation (frei) ; growth optimal portfolio (frei) ; risk measure (frei) ; utility functions (frei)
Thematische Einordnung (Klassifikation)
DDC: 330
OpenAccess: 
PDF
Dokumenttyp
Journal Article/Contribution to a book
Format
online
Sprache
English
Anmerkung
Peer reviewed article
Externe Identnummern
SCOPUS: SCOPUS:2-s2.0-85052732445
WOS Core Collection: WOS:000436512300030
Interne Identnummern
RWTH-2018-224003
Datensatz-ID: 723153
Beteiligte Länder
Germany, USA
Related:
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"
Files
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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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Preprint
A General Framework for Portfolio Theory : Part I: theory and various models
43 Seiten : Illustrationen (2017) [10.48550/ARXIV.1710.04579]
Fulltext by arXiv.org
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