Portfolio value-at-risk optimization for asymmetrically distributed asset returns (Q1926869): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q1000450 |
Changed an Item |
||
| Property / author | |||
| Property / author: Kian-Guan Lim / rank | |||
Normal rank | |||
Revision as of 19:34, 21 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio value-at-risk optimization for asymmetrically distributed asset returns |
scientific article |
Statements
Portfolio value-at-risk optimization for asymmetrically distributed asset returns (English)
0 references
29 December 2012
0 references
risk management
0 references
asymmetric distributions
0 references
partitioned value-at-risk
0 references
portfolio optimization
0 references
robust risk measures
0 references
