Asymmetric risk measures and tracking models for portfolio optimization under uncertainty (Q1313152)
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scientific article; zbMATH DE number 490518
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| default for all languages | No label defined |
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| English | Asymmetric risk measures and tracking models for portfolio optimization under uncertainty |
scientific article; zbMATH DE number 490518 |
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Asymmetric risk measures and tracking models for portfolio optimization under uncertainty (English)
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26 January 1994
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portfolio optimization
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asymmetric risk
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lower partial moments
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local quadratic approximation
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piecewise linear-quadratic risk measures
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tracking model
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0.815198540687561
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0.7716024518013
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0.758430004119873
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0.7530003190040588
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