Risk management with multiple VaR constraints (Q1616838)

From MaRDI portal
Revision as of 22:51, 10 December 2024 by Import241208061232 (talk | contribs) (Normalize DOI.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Risk management with multiple VaR constraints
scientific article

    Statements

    title
    Risk management with multiple VaR constraints (English)
    0 references
    author
    R. Smith
    0 references
    publication date
    7 November 2018
    0 references
    zbMATH Keywords
    value at risk
    0 references
    optimal portfolio
    0 references
    multiple risk constraints
    0 references
    risk management
    0 references
    Solvency II regulation
    0 references

    Identifiers

    zbMATH DE Number
    6974534
    0 references
    OpenAlex ID
    W2802838328
    0 references
    Wikidata QID
    Q129855762
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q1616838&oldid=38667249"
    Powered by MediaWiki