On conditional value-at-risk based goal programming portfolio selection procedure
Bogumil Kaminski, Marcin Czupryna, and Tomasz Szapiro
| Year of publication: |
2009
|
|---|---|
| Authors: | Kaminski, Bogumil ; Czupryna, Marcin ; Szapiro, Tomasz |
| Published in: |
Multiobjective programming and goal programming : theoretical results and practical applications. - Berlin : Springer, ISBN 978-3-540-85645-0. - 2009, p. 243-252
|
| Subject: | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis | Theorie | Theory | Schätzung | Estimation | Börsenkurs | Share price | Polen | Poland |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003842762