Market price-based convex risk measures : a distribution-free optimization approach
Jonathan Y. Li; Roy H. Kwon
| Year of publication: |
2012
|
|---|---|
| Authors: | Li, Jonathan Y. ; Kwon, Roy H. |
| Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 40.2012, 2, p. 128-133
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| Subject: | Theorie | Theory | Messung | Measurement | Risiko | Risk | Risikomaß | Risk measure | Mathematische Optimierung | Mathematical programming | Portfolio-Management | Portfolio selection | Entscheidung unter Risiko | Decision under risk |
| 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/10009507888