Equilibrium with investors using a diversity of deviation measures
R. Tyrrell Rockafellar; Stan Uryasev; M. Zabarankin
| Year of publication: |
2007
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|---|---|
| Authors: | Rockafellar, Ralph Tyrrell ; Uryasev, Stan ; Zabarankin, Michael |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 31.2007, 11, p. 3251-3268
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| Subject: | Portfolio-Management | Portfolio selection | CAPM |
| 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/10003577312