Portfolio optimization with structured products under return constraint (Q5278841): Difference between revisions
From MaRDI portal
Changed an Item |
Set OpenAlex properties. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.2298/yjor130803002b / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2084667398 / rank | |||
Normal rank | |||
Latest revision as of 08:33, 30 July 2024
scientific article; zbMATH DE number 6749271
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio optimization with structured products under return constraint |
scientific article; zbMATH DE number 6749271 |
Statements
Portfolio optimization with structured products under return constraint (English)
0 references
19 July 2017
0 references
linear optimization
0 references
risk measures
0 references
conditional Value-at-Risk
0 references
utility criterion
0 references
linearization
0 references
