Risk-return optimization with different risk-aggregation strategies
Year of publication: |
2010
|
---|---|
Authors: | Uryasev, Stan ; Theiler, Ursula A. ; Serraino, Gaia |
Published in: |
Journal of risk finance : the convergence of financial products and insurance. - Bingley : Emerald Group Publishing Limited, ISSN 1526-5943, ZDB-ID 2088897-1. - Vol. 11.2010, 2, p. 129-146
|
Subject: | Bank | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection | Regulierung | Regulation | Bankenaufsicht | Banking supervision | Mathematische Optimierung | Mathematical programming |
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