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Author
Date
2016Type
- Doctoral Thesis
ETH Bibliography
yes
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https://doi.org/10.3929/ethz-a-010643801Publication status
publishedExternal links
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Publisher
ETH ZürichSubject
OPTIMIERUNGSMODELLE (OPERATIONS RESEARCH); OPTIMIZATION MODELS (OPERATIONS RESEARCH); VALUE-AT-RISK MODELS (FINANCIAL MATHEMATICS); ABHÄNGIGKEITSMASSE (WAHRSCHEINLICHKEITSRECHNUNG); DEPENDENCE MEASURES (PROBABILITY THEORY); PORTFOLIOTHEORIE (OPERATIONS RESEARCH); PORTFOLIO SELECTION (OPERATIONS RESEARCH); FINANZRISIKO (FINANZEN); VALUE-AT-RISK-MODELLE (FINANZMATHEMATIK); FINANCIAL RISK (FINANCE)Organisational unit
02000 - Dep. Mathematik / Dep. of Mathematics03288 - Embrechts, Paul (emeritus) / Embrechts, Paul (emeritus)
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ETH Bibliography
yes
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