Portfolio optimization with optimal expected utility risk measures (Q2069240)
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scientific article; zbMATH DE number 7460731
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Portfolio optimization with optimal expected utility risk measures |
scientific article; zbMATH DE number 7460731 |
Statements
Portfolio optimization with optimal expected utility risk measures (English)
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20 January 2022
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optimal expected utility
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portfolio optimization
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risk measures
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value at risk
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0.8163758516311646
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0.8115169405937195
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0.7928920388221741
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0.7906678318977356
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