Portfolio Optimization with Quasiconvex Risk Measures (Q3465947)

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Portfolio Optimization with Quasiconvex Risk Measures
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    title
    Portfolio Optimization with Quasiconvex Risk Measures (English)
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    publication date
    29 January 2016
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    Mathematics Subject Classification ID
    90C46
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    91B30
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    46E30
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    90C26
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    91G10
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    91G80
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    zbMATH DE Number
    6537347
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    zbMATH Keywords
    quasiconvex risk measures
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    portfolio optimization
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    convex risk measures
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    efficient frontier
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    OpenAlex ID
    W1931865734
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    cites work
    Q3613976
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    Q4550909
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    Q4085497
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    Q3526970
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    Q4001511
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    Q2718670
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    Q5201296
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