On the economic risk capital of portfolio insurance.
Werner HürlimannPublished in: Int. J. Math. Math. Sci. (2004)
Keyphrases
- risk management
- operational risk
- portfolio optimization
- investment decisions
- portfolio management
- risk assessment
- var model
- economic growth
- decision making
- decision support system
- financial crisis
- risk factors
- portfolio theory
- portfolio selection
- risk analysis
- commercial banks
- data mining
- panel data
- investment strategies
- early warning
- project management
- database
- asset allocation
- information systems
- efficient frontier
- market data
- minimum risk
- website
- risk measures
- risk averse
- high risk
- natural disasters
- key factors
- robust optimization