A Bi-Objective Portfolio Optimization with Conditional Value-at-Risk (Q2902361): Difference between revisions
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Latest revision as of 23:09, 5 November 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Bi-Objective Portfolio Optimization with Conditional Value-at-Risk |
scientific article |
Statements
A Bi-Objective Portfolio Optimization with Conditional Value-at-Risk (English)
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19 August 2012
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multi-criteria decision making
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portfolio optimization
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conditional value-at-risk
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weighting approach
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linear programming
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