2009•Unpublished venueRequires access

Risk Management and Portfolio Optimization for Volatile Markets

Svetlozar T. Rachev, Borjana Racheva-Iotova, Stoyan Veselinov Stoyanov, Frank J. Fabozzi

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Key concepts: Downside risk, Spectral risk measure, Risk measure, Dynamic risk measure, Portfolio optimization, Coherent risk measure, Measure (data warehouse), Econometrics

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Risk Management and Portfolio Optimization for Volatile Markets — Research Paper | ScholarLens