The diversification of currency loans: A comparison between safety-first and mean-variance criteria (Q1330576): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: Q5540160 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q5682276 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: A Stochastic Programming Model / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Safety First and the Holding of Assets / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Constructing Sets of Uniformly Tighter Linear Approximations for a Chance Constraint / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: A chance-constrained programming algorithm / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Experimental study on the efficiency and accuracy of a chance-constrained programming algorithm / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3419212 / rank | |||
Normal rank | |||
Latest revision as of 15:59, 22 May 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The diversification of currency loans: A comparison between safety-first and mean-variance criteria |
scientific article |
Statements
The diversification of currency loans: A comparison between safety-first and mean-variance criteria (English)
0 references
21 July 1994
0 references
finance
0 references
currency loan problem
0 references
portfolio selection
0 references
chance-constrained programming
0 references
0 references
