Show simple item record

dc.contributor.author
Mainik, Georg
dc.contributor.author
Rüschendorf, Ludger
dc.date.accessioned
2017-06-09T08:43:32Z
dc.date.available
2017-06-09T08:43:32Z
dc.date.issued
2010
dc.identifier.issn
0949-2984
dc.identifier.issn
1432-1122
dc.identifier.other
10.1007/s00780-010-0122-z
dc.identifier.uri
http://hdl.handle.net/20.500.11850/28241
dc.language.iso
en
dc.publisher
Springer
dc.subject
Portfolio optimization
dc.subject
Risk management
dc.subject
Diversification effects
dc.subject
Multivariate extremes
dc.title
On optimal portfolio diversification with respect to extreme risks
dc.type
Journal Article
ethz.journal.title
Finance and Stochastics
ethz.journal.volume
14
ethz.journal.issue
4
ethz.journal.abbreviated
Finance stoch.
ethz.pages.start
593
ethz.pages.end
623
ethz.notes
Received 28 April 2008, Accepted 3 February 2009, Published online 24 February 2010.
ethz.identifier.nebis
001712229
ethz.publication.place
Berlin
ethz.publication.status
published
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03288 - Embrechts, Paul (emeritus) / Embrechts, Paul (emeritus)
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03288 - Embrechts, Paul (emeritus) / Embrechts, Paul (emeritus)
ethz.date.deposited
2017-06-09T08:43:59Z
ethz.source
ECIT
ethz.identifier.importid
imp59364d8646aec79015
ethz.ecitpid
pub:47295
ethz.eth
yes
ethz.availability
Metadata only
ethz.rosetta.installDate
2017-07-20T13:40:09Z
ethz.rosetta.lastUpdated
2022-03-28T09:17:41Z
ethz.rosetta.versionExported
true
ethz.COinS
ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.atitle=On%20optimal%20portfolio%20diversification%20with%20respect%20to%20extreme%20risks&rft.jtitle=Finance%20and%20Stochastics&rft.date=2010&rft.volume=14&rft.issue=4&rft.spage=593&rft.epage=623&rft.issn=0949-2984&1432-1122&rft.au=Mainik,%20Georg&R%C3%BCschendorf,%20Ludger&rft.genre=article&rft_id=info:doi/10.1007/s00780-010-0122-z&
 Search print copy at ETH Library

Files in this item

FilesSizeFormatOpen in viewer

There are no files associated with this item.

Publication type

Show simple item record