Robust portfolio asset allocation and risk measures
Maria Grazia Scutellà, Raffaella Recchia
| Year of publication: |
2013
|
|---|---|
| Authors: | Scutellà, Maria Grazia ; Recchia, Raffaella |
| Published in: |
Surveys in operations research llI (invited surveys from "4OR", 2009 - 2011). - New York, NY : Springer. - 2013, p. 145-169
|
| Subject: | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Robustes Verfahren | Robust statistics | Mathematik | Mathematics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009728245