Conditional value at risk and related linear programming models for portfolio optimization (Q2480247): Difference between revisions
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Revision as of 07:17, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conditional value at risk and related linear programming models for portfolio optimization |
scientific article |
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Conditional value at risk and related linear programming models for portfolio optimization (English)
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31 March 2008
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portfolio optimization
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mean-risk models
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linear programming
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stochastic dominance
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conditional value at risk
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Gini's mean difference
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