Portfolio optimization using a new probabilistic risk measure (Q2351284)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Portfolio optimization using a new probabilistic risk measure |
scientific article |
Statements
Portfolio optimization using a new probabilistic risk measure (English)
0 references
23 June 2015
0 references
portfolio selection
0 references
optimization
0 references
minimax
0 references
chance constraint
0 references
probabilistic risk measure
0 references
0 references