On Conditional Value-at-Risk Based Goal Programming Portfolio Selection Procedure (Q3649617): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1007/978-3-540-85646-7_23 / rank | |||
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| Property / cites work: Risk Measures and Comonotonicity: A Review / rank | |||
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| Property / cites work: The Dual Theory of Choice under Risk / rank | |||
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| Property / cites work: A Minimax Portfolio Selection Rule with Linear Programming Solution / rank | |||
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Latest revision as of 05:41, 2 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Conditional Value-at-Risk Based Goal Programming Portfolio Selection Procedure |
scientific article |
Statements
On Conditional Value-at-Risk Based Goal Programming Portfolio Selection Procedure (English)
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4 December 2009
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conditional value at risk
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goal programming
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portfolio selection
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