The use of risk budgets in portfolio optimization

Author(s)

• Unger, Albina
• Poddig, Thorsten

Bibliographic Information

The use of risk budgets in portfolio optimization

Albina Unger ; with a foreword by Thorsten Poddig

（Research）

Springer Gabler, c2015

Note

Includes bibliographical references (p. [391]-424)

• NCID: BB17827257
• ISBN:
  • 9783658072582
• Country Code: gw
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Wiesbaden
• Pages/Volumes: xxiv, 424 p.
• Size: 21 cm
• Classification:
  • DC22 : 332.6
  • SG : 330
• Parent Bibliography ID:
  • BB0927498X