Optimal selection of a portfolio of options under value-at-risk constraints: a scenario approach (Q2430628): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Changed an Item |
||
Property / describes a project that uses | |||
Property / describes a project that uses: RiskMetrics / rank | |||
Normal rank |
Revision as of 12:06, 26 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