Search for dissertations about: "Quantile-based risk measures"

Found 1 swedish dissertation containing the words Quantile-based risk measures.

2. 1. Assessment of the uncertainty in small and large dimensional portfolio allocation

   Author : Erik Thorsén; Taras Bodnar; Thomas Holgersson; Stockholms universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES;

   Abstract : Portfolio theory is a large subject with many branches. In this thesis we concern ourselves with one of these, the precense of uncertainty in the portfolio allocation problem and in turn, what it leads to. There are many forms of uncertainty, we consider two of these. READ MORE