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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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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