- Document type:
- Masterarbeit
- Author(s):
- Fritz, Tobias
- Title:
- Conditional value at risk optimization - analysis of robustness and stability (zusammen mit Allianz Global Investors GmbH)
- Subject:
- MAT Mathematik
- DDC:
- 510 Mathematik
- Supervisor:
- Vexler, Boris (Prof. Dr.)
- Advisor:
- Pfefferer, Johannes (Dr.)
- Year:
- 2020
- University:
- Technische Universität München
- BibTeX