Mean-VaR portfolio selection under real constraints (Q625636)

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Mean-VaR portfolio selection under real constraints
scientific article

    Statements

    title
    Mean-VaR portfolio selection under real constraints (English)
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    publication date
    25 February 2011
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    zbMATH Keywords
    portfolio selection
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    heuristics
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    optimization
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    risk management
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    Identifiers

    Mathematics Subject Classification ID
    91G10
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    91B30
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    90C29
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    90C59
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    zbMATH DE Number
    5857540
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    OpenAlex ID
    W1998618328
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