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On measuring the sensitivity of the optimal portfolio allocation

Object's details: On measuring the sensitivity of the optimal portfolio allocation

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Provider:Dolnośląska Biblioteka Cyfrowa

Description

Title:
On measuring the sensitivity of the optimal portfolio allocation
Creator:
Konarzewska, Iwona
Contributor:
Galanc, Tadeusz. Redakcja
Description:
Badania Operacyjne i Decyzje, vol. 18, 2008, nr 2, s. 55-73
Object availability:
free access
Rights:
Wszystkie prawa zastrzeżone (Copyright);
Dla wszystkich w zakresie dozwolonego użytku
Date:
2008.12.31;
2008
Type:
artykuł
Language:
eng;
angielski;
English
Source:
<sygn. PWr A5532II>;
http://aleph.bg.pwr.wroc.pl/F/?func=find-b&request=000126281&find_code=SYS&adjacent=N&local_base=TUR&x=24&y=10&filter_code_1=WLN&filter_request_1=&filter_code_2=WYR&filter_request_2=&filter_code_3=WYR&filter_request_3=&filter_code_4=WFT&filter_request_4=&filter_code_5=WSB&filter_request_5= ;http://www.boid.pwr.wroc.pl
Format:
application/pdf
Publisher:
Oficyna Wydawnicza Politechniki Wrocławskiej
Relation:
Badania Operacyjne i Decyzje;
Badania Operacyjne i Decyzje, vol. 18, 2008;
Badania Operacyjne i Decyzje, vol. 18, 2008, nr 2;
Operations Research and Decisions
Subject:
ekonomia - czasopisma;
badania operacyjne;
zarządzanie - czasopisma;
portfolio selection;
Value-at-Risk;
conditional Value-at-Risk;
optymalizacja portfela akcji;
wartość zagrożona ryzykiem VaR;
warunkowa wartość zagrożona ryzykiem CVaR
Data provider:
Dolnośląska Biblioteka Cyfrowa

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