Portfolio optimization with risk control by stochastic dominance constraints
Darinka Dentcheva and Andrzej Ruszczyński
| Year of publication: |
2011
|
|---|---|
| Authors: | Dentcheva, Darinka ; Ruszczyński, Andrzej P. |
| Published in: |
Stochastic programming : the state of the art ; in honor of Georg B. Dantzig. - New York, NY : Springer, ISBN 978-1-4419-1641-9. - 2011, p. 189-211
|
| Subject: | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process | Theorie | Theory | Risiko | Risk |
| 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/10008798656