Active allocation of systematic risk and control of risk sensitivity in portfolio optimization
Yingjie Li; Shushang Zhu; Donghui Li; Duan Li
| Year of publication: |
2013
|
|---|---|
| Authors: | Li, Yingjie ; Zhu, Shushang ; Li, Donghui ; Li, Duan |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 228.2013, 3 (1.8.), p. 556-570
|
| Subject: | Portfolio-Management | Portfolio selection | Risiko | Risk | Theorie | Theory | Risikomanagement | Risk management |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009758081