Portfolio optimization with CVaR under VG process
Jinping Yu; Xiaofeng Yang; Shenghong Li
| Year of publication: |
2009
|
|---|---|
| Authors: | Yu, Jinping ; Yang, Xiaofeng ; Li, Shenghong |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 23.2009, 1, p. 107-116
|
| Subject: | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Stochastischer Prozess | Stochastic process | Aktienmarkt | Stock market | China |
| 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/10003804440