A Closed-Form Solution for Robust Portfolio Selection with Worst-Case CVaR Risk Measure
about
A Closed-Form Solution for Robust Portfolio Selection with Worst-Case CVaR Risk Measure
description
im Januar 2014 veröffentlichter wissenschaftlicher Artikel
@de
wetenschappelijk artikel
@nl
наукова стаття, опублікована у 2014
@uk
name
A Closed-Form Solution for Robust Portfolio Selection with Worst-Case CVaR Risk Measure
@en
A Closed-Form Solution for Robust Portfolio Selection with Worst-Case CVaR Risk Measure
@nl
type
label
A Closed-Form Solution for Robust Portfolio Selection with Worst-Case CVaR Risk Measure
@en
A Closed-Form Solution for Robust Portfolio Selection with Worst-Case CVaR Risk Measure
@nl
prefLabel
A Closed-Form Solution for Robust Portfolio Selection with Worst-Case CVaR Risk Measure
@en
A Closed-Form Solution for Robust Portfolio Selection with Worst-Case CVaR Risk Measure
@nl
P2860
P356
P1476
A Closed-Form Solution for Robust Portfolio Selection with Worst-Case CVaR Risk Measure
@en
P2093
P2860
P356
10.1155/2014/494575
P577
2014-01-01T00:00:00Z