Media type: E-Book Title: Asset management with TEV and VaR constraints : the constrained efficient frontiers Contributor: Palomba, Giulio [Author]; Riccetti, Luca [Author] Published: [Ancona]: Università Politecnica delle Marche, Dipartimento di Scienze Economiche e Sociali, ottobre 2013 Published in: Quaderno di ricerca ; 392 Extent: 1 Online-Ressource (circa 29 Seiten); Illustrationen Language: English Keywords: Portfolio-Management ; Benchmarking ; Risikomaß ; Arbeitspapier ; Graue Literatur Origination: Footnote: Access State: Open Access