A CVaR scenario-based framework for minimizing downside risk in multi-asset class portfolios

Kartik Sivaramakrishnan and Robert Stamicar

Year of publication:	2018
Authors:	Sivaramakrishnan, Kartik ; Stamicar, Robert
Published in:	The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Pageant Media Ltd., ISSN 0095-4918, ZDB-ID 197145-1. - Vol. 44.2018, 2, p. 114-129
Subject:	Portfolio-Management \| Portfolio selection \| Risikomaß \| Risk measure \| Theorie \| Theory

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