Time-consistent and self-coordination strategies for multi-period mean-conditional value-at-risk portfolio selection (Q666996): Difference between revisions
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Revision as of 00:56, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-consistent and self-coordination strategies for multi-period mean-conditional value-at-risk portfolio selection |
scientific article |
Statements
Time-consistent and self-coordination strategies for multi-period mean-conditional value-at-risk portfolio selection (English)
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12 March 2019
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investment analysis
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conditional value-at-risk
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multi-period mean-CVaR portfolio selection
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time-consistent strategy
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self-coordination strategy
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