Minimizing coherent risk measures of shortfall in discrete-time models with cone constraints
Yumiharu Nakano
| Year of publication: |
2003
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| Authors: | Nakano, Yumiharu |
| Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 10.2003, 2, p. 163-181
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| Subject: | Risikomaß | Risk measure | Theorie | Theory | Portfolio-Management | Portfolio selection | Risiko | 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://www.econbiz.de/10001805377