Robust optimization of conditional value at risk and portfolio selection
Anna Grazia Quaranta; Alberto Zaffaroni
| Year of publication: |
2008
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|---|---|
| Authors: | Quaranta, Anna Grazia ; Zaffaroni, Alberto |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 32.2008, 10, p. 2046-2056
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| Subject: | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection | Theorie | Theory |
| 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/10003778582