Optimal selection of a portfolio of options under value-at-risk constraints: a scenario approach (Q2430628)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5876155
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimal selection of a portfolio of options under value-at-risk constraints: a scenario approach |
scientific article; zbMATH DE number 5876155 |
Statements
Optimal selection of a portfolio of options under value-at-risk constraints: a scenario approach (English)
0 references
8 April 2011
0 references
0 references
0 references
0 references
0.8115135431289673
0 references
0.7923081517219543
0 references
0.7820209264755249
0 references
0.7708538174629211
0 references
