DC programming and DCA for globally solving the value-at-risk
Tao Pham Dinh; Nguyen Canh Nam; Hoai An Le Thi
| Year of publication: |
2009
|
|---|---|
| Authors: | Pham Dinh Tao ; Nam, Nguyen Canh ; Le Thi Hoai An |
| Published in: |
Computational Management Science : CMS. - Berlin : Springer, ISSN 1619-697X, ZDB-ID 2136735-8. - Vol. 6.2009, 4, p. 477-501
|
| Subject: | Risikomaß | Risk measure | Welt | World | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Globalisierung | Globalization |
| 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://ebvufind01.dmz1.zbw.eu/10003881968