Two-stage portfolio optimization with higher-order conditional measures of risk
Sıtkı Gülten; Andrzej Ruszczyński
| Year of publication: |
2015
|
|---|---|
| Authors: | Gülten, Sıtkı ; Ruszczyński, Andrzej P. |
| Published in: |
Annals of operations research ; 229. - New York, NY : Springer. - 2015, p. 409-427
|
| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Risiko | Risk | Risikomaß | Risk measure | Mathematische Optimierung | Mathematical programming |
| Extent: | graph. Darst. |
|---|---|
| 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/10011284408