Portfolio Risk Management with CVaR-Like Constraints (Q3088971)

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Portfolio Risk Management with CVaR-Like Constraints
scientific article

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    title
    Portfolio Risk Management with CVaR-Like Constraints (English)
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    author
    Ruilin Tian
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    Yijia Lin
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    Luis F. Zuluaga
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    S. H. jun. Cox
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    publication date
    23 August 2011
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    Identifiers

    Mathematics Subject Classification ID
    91G10
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    91B30
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    90C90
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    91G50
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    zbMATH DE Number
    5941818
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    OpenAlex ID
    W3122424748
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