Different approaches to risk estimation in portfolio theory

Journal of Portfolio Management

Volumn 31, Issue 1, 2004, Pages

  Biglova, Almira ^a   Ortobelli, Sergio ^b   Rachev, Svetlozar ^a,c   Stoyanov, Stoyan ^d  

^a UNIVERSITY OF KARLSRUHE   (Germany)

^b UNIVERSITY OF BERGAMO   (Italy)

^c UNIVERSITY OF CALIFORNIA   (United States)

^d FinAnalytica Inc   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 10044257373     PISSN: 00954918     EISSN: None     Source Type: Journal    
DOI: 10.3905/jpm.2004.443328     Document Type: Review

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