Optimal selection of a portfolio of options under value-at-risk constraints: a scenario approach (Q2430628): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 22:35, 2 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimal selection of a portfolio of options under value-at-risk constraints: a scenario approach |
scientific article |
Statements
Optimal selection of a portfolio of options under value-at-risk constraints: a scenario approach (English)
0 references
8 April 2011
0 references