Robust asset allocation with conditional value at risk using the forward search
| Year of publication: |
2019
|
|---|---|
| Authors: | Grossi, Luigi ; Laurini, Fabrizio |
| Published in: |
Applied Stochastic Models in Business and Industry. - Wiley, ISSN 1526-4025, ZDB-ID 2002340-6. - Vol. 36.2019, 3 (15.11.), p. 335-352
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/asmb.2492 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012272502