Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time (Q321015)

From MaRDI portal
Revision as of 16:28, 8 December 2024 by Import241208021249 (talk | contribs) (Normalize DOI.)
scientific article
Language Label Description Also known as
English
Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time
scientific article

    Statements

    Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time (English)
    0 references
    0 references
    0 references
    0 references
    7 October 2016
    0 references
    dynamic mean-risk portfolio selection
    0 references
    conditional value at risk
    0 references
    safety-first principle
    0 references
    stochastic optimization
    0 references
    martingale approach
    0 references
    0 references
    0 references
    0 references

    Identifiers