Performance ratio-based coherent risk measure and its application (Q5001164)
From MaRDI portal
scientific article; zbMATH DE number 7372427
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Performance ratio-based coherent risk measure and its application |
scientific article; zbMATH DE number 7372427 |
Statements
Performance ratio-based coherent risk measure and its application (English)
0 references
16 July 2021
0 references
acceptance set
0 references
coherent risk measure
0 references
performance ratio
0 references
portfolio optimization
0 references
transaction costs
0 references
