Safety-first portfolio selection (Q5891856): Difference between revisions
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Property / DOI: 10.1007/s10559-012-9396-9 / rank | |||
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Property / author: Vladimir I. Norkin / rank | |||
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Property / author: Vladimir I. Norkin / rank | |||
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Property / full work available at URL: https://doi.org/10.1007/s10559-012-9396-9 / rank | |||
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Property / OpenAlex ID: W2060691938 / rank | |||
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Property / DOI: 10.1007/S10559-012-9396-9 / rank | |||
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Latest revision as of 18:27, 9 December 2024
scientific article; zbMATH DE number 6361631
Language | Label | Description | Also known as |
---|---|---|---|
English | Safety-first portfolio selection |
scientific article; zbMATH DE number 6361631 |
Statements
Safety-first portfolio selection (English)
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27 October 2014
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financial portfolio
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optimization
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return
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downside risk
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Roy safety
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probability estimate
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efficient frontier
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