Mean-VaR portfolio selection under real constraints (Q625636): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 09:16, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-VaR portfolio selection under real constraints |
scientific article |
Statements
Mean-VaR portfolio selection under real constraints (English)
0 references
25 February 2011
0 references
portfolio selection
0 references
heuristics
0 references
optimization
0 references
risk management
0 references
