Portfolio Theory and Risk Management
Latest Publications

TOTAL DOCUMENTS

9
(FIVE YEARS 0)

H-INDEX

0
(FIVE YEARS 0)

Published By Cambridge University Press

9781139017398
Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Utility functions

2015 ◽  
pp. 76-97
Author(s):  
Maciej J. Capinski ◽  
Ekkehard Kopp
Keyword(s):  
Utility Functions

Lagrange multipliers

2015 ◽  
pp. 35-47
Author(s):  
Maciej J. Capinski ◽  
Ekkehard Kopp
Keyword(s):  
Lagrange Multipliers

Value at Risk

2015 ◽  
pp. 98-123
Author(s):  
Maciej J. Capinski ◽  
Ekkehard Kopp
Keyword(s):  
At Risk ◽  
Value At Risk

Portfolios consisting of two assets

2015 ◽  
pp. 11-34
Author(s):  
Maciej J. Capinski ◽  
Ekkehard Kopp

Coherent measures of risk

2015 ◽  
pp. 124-158
Author(s):  
Maciej J. Capinski ◽  
Ekkehard Kopp
Keyword(s):  
Coherent Measures Of Risk ◽  
Measures Of Risk

Portfolios of multiple assets

2015 ◽  
pp. 48-66
Author(s):  
Maciej J. Capinski ◽  
Ekkehard Kopp
Keyword(s):  
Multiple Assets

Risk and return

2015 ◽  
pp. 1-10
Author(s):  
Maciej J. Capinski ◽  
Ekkehard Kopp
Keyword(s):  
Risk And Return

Preface

2015 ◽  
pp. ix-x
Author(s):  
Maciej J. Capinski ◽  
Ekkehard Kopp
Load More ...
Sign in / Sign up

Export Citation Format

Share Document