LIBROS DEL AUTOR: albina unger

2 resultados para LIBROS DEL AUTOR: albina unger

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  • The Use of Risk Budgets in Portfolio Optimization
    Albina Unger
    Risk budgeting models set risk diversification as objective in portfolio allocation and are mainly promoted from the asset management industry. Albina Unger examines the portfolios based on different risk measures in several aspects from the academic perspective (Utility, Performance, Risk, Different Market Phases, Robustness, and Factor Exposures) to investigate the use of the...
    Disponible

    47,09 €

  • The Use of Risk Budgets in Portfolio Optimization
    Albina Unger
    Risk budgeting models set risk diversification as objective in portfolio allocation and are mainly promoted from the asset management industry. Albina Unger examines the portfolios based on different risk measures in several aspects from the academic perspective (Utility, Performance, Risk, Different Market Phases, Robustness, and Factor Exposures) to investigate the use of the...
    Disponible

    65,82 €