Portfolio selection under distributional uncertainty : a relative robust CVaR approach
Dashan Huang; Shushang Zhu; Frank J. Fabozzi; Masao Fukushima
| Year of publication: |
2010
|
|---|---|
| Authors: | Huang, Dashan ; Zu, Shushang ; Fabozzi, Frank J. ; Fukushima, Masao |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 203.2010, 1 (16.5.), p. 185-194
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| Subject: | Portfolio-Management | Portfolio selection | Risiko | Risk | Theorie | Theory | Statistische Verteilung | Statistical distribution |
| 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/10003928195