Portfolio optimization with two coherent risk measures (Q2022182)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Portfolio optimization with two coherent risk measures |
scientific article |
Statements
Portfolio optimization with two coherent risk measures (English)
0 references
28 April 2021
0 references
portfolio optimization
0 references
coherent risk measure
0 references
mean-risk problem
0 references
Markowitz problem
0 references
0 references
0 references
0 references