Robust optimization of conditional value at risk and portfolio selection
| Year of publication: |
2008
|
|---|---|
| Authors: | Quaranta, Anna Grazia ; Zaffaroni, Alberto |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 32.2008, 10, p. 2046-2056
|