A continuous selection for optimal portfolios under convex risk measures does not always exist
Michel Baes, Cosimo Munari
| Year of publication: |
2020
|
|---|---|
| Authors: | Baes, Michel ; Munari, Cosimo-Andrea |
| Subject: | Risk measures | Portfolio selection | Perturbation analysis | Continuous selections | Portfolio-Management | Risikomaß | Risk measure | Theorie | Theory | Risiko | Risk | Messung | Measurement | Mathematische Optimierung | Mathematical programming |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00186-019-00681-x [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012229500