Portfolio selection with uncertain exit time: a robust CVaR approach (Q844601): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / DOI | |||
| Property / DOI: 10.1016/j.jedc.2007.03.003 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.JEDC.2007.03.003 / rank | |||
Normal rank | |||
Latest revision as of 05:00, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio selection with uncertain exit time: a robust CVaR approach |
scientific article |
Statements
Portfolio selection with uncertain exit time: a robust CVaR approach (English)
0 references
19 January 2010
0 references
robust CVaR
0 references
robust portfolio selection
0 references
uncertain exit time
0 references
0 references
0 references
0 references
