Minimum VaR and minimum CVaR optimal portfolios: Estimators, confidence regions, and tests (Q3143705): Difference between revisions
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Revision as of 09:52, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimum VaR and minimum CVaR optimal portfolios: Estimators, confidence regions, and tests |
scientific article |
Statements
Minimum VaR and minimum CVaR optimal portfolios: Estimators, confidence regions, and tests (English)
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3 December 2012
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asset allocation
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efficient frontier
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minimum var portfolio
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minimum CVaR portfolio
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parameter uncertainty
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