Mean-VaR portfolio selection under real constraints (Q625636): 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: SPEA2 / rank
 
Normal rank

Revision as of 00:09, 1 March 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
    0 references
    0 references
    0 references
    0 references
    0 references
    portfolio selection
    0 references
    heuristics
    0 references
    optimization
    0 references
    risk management
    0 references