On the feasibility of portfolio optimization under expected shortfall
Stefano Ciliberti, Imre Kondor and Marc Mézard
| Year of publication: |
2009
|
|---|---|
| Authors: | Ciliberti, Stefano ; Kondor, Imre ; Mézard, Marc |
| Published in: |
Quantitative fund management. - Boca Raton, Fla. [u.a.] : CRC Press, ISBN 978-1-4200-8191-6. - 2009, p. 299-313
|
| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Risikomaß | Risk measure |
| Extent: | graph. Darst. |
|---|---|
| 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/10003796964