Static and dynamic VaR constrained portfolios with application to delegated portfolio management (Q5746724): Difference between revisions
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Revision as of 19:36, 19 March 2024
scientific article; zbMATH DE number 6256417
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Static and dynamic VaR constrained portfolios with application to delegated portfolio management |
scientific article; zbMATH DE number 6256417 |
Statements
Static and dynamic VaR constrained portfolios with application to delegated portfolio management (English)
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7 February 2014
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dynamic portfolio selection
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probabilistic chance constraint
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value at risk
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mean-variance efficient portfolios
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delegated portfolio management
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