Optimal portfolio selection via conditional convex risk measures on L P
Beatrice Acciaio; Verena Goldammer
| Year of publication: |
2013
|
|---|---|
| Authors: | Acciaio, Beatrice ; Goldammer, Verena |
| Published in: |
Decisions in economics and finance : DEF ; a journal of applied mathematics. - Milano : Springer, ISSN 1593-8883, ZDB-ID 2040574-1. - Vol. 36.2013, 1, p. 1-21
|
| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Risikomaß | Risk measure | Risiko | Risk | Messung | Measurement |
| Extent: | graph. Darst. |
|---|---|
| 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/10009729079