An estimation-free, robust conditional value-at-risk portfolio allocation model
Carlos Jabbour; Javier F. Peña; Juan C. Vera; Luis F. Zuluaga
| Year of publication: |
2008
|
|---|---|
| Authors: | Jabbour, Carlos ; Peña, Javier F. ; Vera, Juan C. ; Zuluaga, Luis F. |
| Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 11.2008/09, 1, p. 57-78
|
| Subject: | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management |
| 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/10003775648