Portfolio optimization with two coherent risk measures (Q2022182)
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scientific article; zbMATH DE number 7340612
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Portfolio optimization with two coherent risk measures |
scientific article; zbMATH DE number 7340612 |
Statements
Portfolio optimization with two coherent risk measures (English)
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28 April 2021
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portfolio optimization
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coherent risk measure
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mean-risk problem
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Markowitz problem
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0.8562709093093872
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0.8317304849624634
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0.8291786313056946
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0.8249921798706055
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0.8188323974609375
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