On efficient portfolio selection using convex risk measures (Q1932548)

From MaRDI portal
Revision as of 19:56, 19 March 2024 by Openalex240319060354 (talk | contribs) (Set OpenAlex properties.)
scientific article
Language Label Description Also known as
English
On efficient portfolio selection using convex risk measures
scientific article

    Statements

    On efficient portfolio selection using convex risk measures (English)
    0 references
    20 January 2013
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    efficiency frontier
    0 references
    efficient financial positions
    0 references
    Markowitz-type problems
    0 references
    utility-type problems
    0 references
    zero-sum games
    0 references
    0 references