A comparative analysis of risk measures: A portfolio optimisation approach (English)
- New search for: Gilbert, Evan
- New search for: Meiklejohn, Luke
- New search for: Gilbert, Evan
- New search for: Meiklejohn, Luke
In:
Investment Analysts Journal
;
48
, 3
;
223-239
;
2019
- Article (Journal) / Electronic Resource
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Title:A comparative analysis of risk measures: A portfolio optimisation approach
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Contributors:Gilbert, Evan ( author ) / Meiklejohn, Luke ( author )
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Published in:Investment Analysts Journal ; 48, 3 ; 223-239
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Publisher:
- New search for: Routledge
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Publication date:2019-07-03
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Size:17 pages
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ISSN:
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DOI:
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Type of media:Article (Journal)
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Type of material:Electronic Resource
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Language:English
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Keywords:
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Source:
Table of contents – Volume 48, Issue 3
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 173
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Volatility transmission in maize futures markets of major exportersSayed, Ayesha / Auret, Christo et al. | 2019
- 188
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On the financial interpretation of risk contributions: An analysis using Quantile Simulationdu Plooy, Simon et al. | 2019
- 205
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The inflation hedging properties of South African and international asset classesStefan, Donovan / van Rensburg, Paul et al. | 2019
- 223
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A comparative analysis of risk measures: A portfolio optimisation approachGilbert, Evan / Meiklejohn, Luke et al. | 2019
- 240
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The Fama-French five-factor model: Evidence from the Johannesburg Stock ExchangeCox, Shaun / Britten, James et al. | 2019