Optimality conditions in portfolio analysis with general deviation measures (Q2502213): Difference between revisions
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Revision as of 08:22, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimality conditions in portfolio analysis with general deviation measures |
scientific article |
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Optimality conditions in portfolio analysis with general deviation measures (English)
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12 September 2006
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General deviation measures
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portfolio analysis
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generalized master funds
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CAPM-like relations
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optimality conditions
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risk envelopes
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risk identifiers
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conditional value-at-risk
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risk management
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stochastic optimization
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