A note on optimal portfolio corresponding to the CVaR ratio (Q4578150): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Normalize DOI. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / DOI | |||
| Property / DOI: 10.1051/ro/2016055 / rank | |||
| Property / cites work | |||
| Property / cites work: Bicriteria Transportation Problem / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Coherent Measures of Risk / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3160276 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Tangency portfolios in the LP solvable portfolio selection models / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q2724706 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Optimal Financial Portfolios / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: A note on calculating the optimal risky portfolio / rank | |||
Normal rank | |||
| Property / DOI | |||
| Property / DOI: 10.1051/RO/2016055 / rank | |||
Normal rank | |||
Latest revision as of 14:45, 30 December 2024
scientific article; zbMATH DE number 6914617
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on optimal portfolio corresponding to the CVaR ratio |
scientific article; zbMATH DE number 6914617 |
Statements
A note on optimal portfolio corresponding to the CVaR ratio (English)
0 references
8 August 2018
0 references
reward-risk ratio optimization
0 references
CVaR ratio
0 references
optimal portfolio
0 references
linear programming
0 references
subderivative
0 references
