Modeling and solving portfolio selection problems based on PVaR
Yanli Huo, Chunhui Xu and Takayuki Shiina
| Year of publication: |
2020
|
|---|---|
| Authors: | Huo, Yanli ; Xu, Chunhui ; Shiina, Takayuki |
| Subject: | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Theorie | Theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Konferenzbeitrag ; Conference paper ; Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2020.1819552 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012313525