An Integrated System for Market Risk, Credit Risk and Portfolio Optimization Based on Heavy-Tailed Medols and Downside Risk Measures

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HASH(0x5f76d68) / HASH(0x5e0f1b0)

Links & Downloads

1. http://edoc.ub.uni-muenchen.de/12375/1/Racheva-Iotova_Borjana.pdf
2. http://nbn-resolving.de/urn:nbn:de:bvb:19-123750
3. Racheva-Iotova, Borjana (2010): An Integrated System for Market Risk, Credit Risk and Portfolio Optimization Based on Heavy-Tailed Medols and Downside Risk Measures. Dissertation, LMU München: Fakultät für Mathematik, Informatik und Statistik

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Additional Fields

Identifer	oai:union.ndltd.org:MUENCHEN/oai:edoc.ub.uni-muenchen.de:12375
Date	22 September 2010
Creators	Racheva-Iotova, Borjana
Publisher	lmu
Source Sets	Digitale Hochschulschriften der LMU
Detected Language	English
Type	Dissertation, NonPeerReviewed
Format	application/pdf
Relation	http://edoc.ub.uni-muenchen.de/12375/