Optimal portfolio allocation under the probabilistic VaR constraint and incentives for financial innovation (Q665824): Difference between revisions
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Revision as of 06:45, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal portfolio allocation under the probabilistic VaR constraint and incentives for financial innovation |
scientific article |
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Optimal portfolio allocation under the probabilistic VaR constraint and incentives for financial innovation (English)
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6 March 2012
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portfolio optimization
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value-at-risk
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computational complexity
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state-price density
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