Two-sided coherent risk measures and their application in realistic portfolio optimization
Zhiping Chen; Yi Wang
| Year of publication: |
2008
|
|---|---|
| Authors: | Chen, Zhiping ; Wang, Yi |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 32.2008, 12, p. 2667-2673
|
| Subject: | Risikomanagement | Risk management | 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/10003796150