A note on optimal portfolio corresponding to the CVaR ratio (Q4578150): Difference between revisions

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+Bicriteria Transportation Problem
@@ Property / cites work: Bicriteria Transportation Problem / rank @@
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+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
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+Q3160276
@@ Property / cites work: Q3160276 / rank @@
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+Tangency portfolios in the LP solvable portfolio selection models
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+Q2724706
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+Optimal Financial Portfolios
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+A note on calculating the optimal risky portfolio
@@ Property / cites work: A note on calculating the optimal risky portfolio / rank @@
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+.1051/RO/2016055
@@ Property / DOI: 10.1051/RO/2016055 / rank @@
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+Publication:4578150