Quantile-based optimal portfolio selection (Q2051167)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quantile-based optimal portfolio selection |
scientific article |
Statements
Quantile-based optimal portfolio selection (English)
0 references
24 November 2021
0 references
quantile-based return measure
0 references
VaR
0 references
CVaR
0 references
CVoR
0 references
optimal portfolios
0 references
elliptically contoured distributions
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
