Conditional value-at-risk in portfolio optimization: coherent but fragile (Q635502): Difference between revisions

@@ Property / author @@
-Andrew E. B. Lim
@@ Property / author: Andrew E. B. Lim / rank @@
-Normal rank
@@ Property / author @@
+Andrew E. B. Lim
@@ Property / author: Andrew E. B. Lim / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1016/j.orl.2011.03.004
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+W2016139756
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@@ Property / cites work @@
+Coherent Measures of Risk
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+AN OLD‐NEW CONCEPT OF CONVEX RISK MEASURES: THE OPTIMIZED CERTAINTY EQUIVALENT
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