Haas, Markus und Mittnik, Stefan
(2009):
Portfolio selection with common correlation mixture models.
In: Bol, Georg; Rachev, Svetlozar T. und Würth, Reinhold (eds.) :
Risk Assessment: Decisions in Banking in Finance. Heidelberg: Physica-Verlag. pp. 47-76
| Item Type: | Book Section |
|---|---|
| Faculties: | Mathematics, Computer Science and Statistics > Statistics Mathematics, Computer Science and Statistics > Statistics > Chairs/Working Groups > Chair of Financial Econometrics |
| Subjects: | 500 Science > 510 Mathematics |
| Place of Publication: | Heidelberg |
| Language: | English |
| Item ID: | 31114 |
| Date Deposited: | 19. Dec 2016 14:05 |
| Last Modified: | 21. Apr 2017 15:02 |
Actions (login required)
- View Item
