Risk-return optimization with different risk-aggregation strategies
Stan Uryasev, Ursula A. Theiler and Gaia Serraino
| 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 |
| 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/10003953347