Alternative Approaches in Portfolio Management



At first, this chapter introduces downside risk measures and the corresponding risk contributions from the analytical and statistical side. Moreover, the appropriate portfolio models are presented. After the technical introduction, the risk measures or the portfolio models are analyzed from the decision theoretical point of view.


Economic Crisis Covariance Income Shrinkage Coherence 


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Copyright information

© Springer Fachmedien Wiesbaden 2015

Authors and Affiliations

  1. 1.FriedrichsdorfGermany

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