Portfolio optimization under the value-at-risk constraint
Traian A. Pirvu
| Year of publication: |
2009
|
|---|---|
| Authors: | Pirvu, Traian A. |
| Published in: |
Quantitative fund management. - Boca Raton, Fla. [u.a.] : CRC Press, ISBN 978-1-4200-8191-6. - 2009, p. 17-41
|
| Subject: | Kapitalanlage | Financial investment | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Dynamische Optimierung | Dynamic programming | Theorie | Theory |
| 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/10003796936