Mean-VaR portfolio selection under real constraints (Q625636)

From MaRDI portal
Revision as of 23:09, 29 February 2024 by SwMATHimport240215 (talk | contribs) (‎Changed an Item)
scientific article
Language Label Description Also known as
English
Mean-VaR portfolio selection under real constraints
scientific article

    Statements

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

    Identifiers

    Mathematics Subject Classification ID
    91G10
    0 references
    91B30
    0 references
    90C29
    0 references
    90C59
    0 references
    zbMATH DE Number
    5857540
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q625636&oldid=24034996"
    Powered by MediaWiki