Efficient frontier of utility and CVaR
Harry Zheng
| Year of publication: |
2009
|
|---|---|
| Authors: | Zheng, Harry |
| Published in: |
Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 1310695-8. - Vol. 70.2009, 1, p. 129-148
|
| Subject: | Portfolio-Management | Portfolio selection | Technische Effizienz | Technical efficiency | Nutzen | Utility | Effizienz | Efficiency | Risikomaß | Risk measure | Data-Envelopment-Analyse | Data envelopment analysis | Nutzentheorie | Utility theory | Nutzenfunktion | Utility function |
| 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/10003881246