On Conditional Value-at-Risk Based Goal Programming Portfolio Selection Procedure (Q3649617)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Conditional Value-at-Risk Based Goal Programming Portfolio Selection Procedure |
scientific article |
Statements
On Conditional Value-at-Risk Based Goal Programming Portfolio Selection Procedure (English)
0 references
4 December 2009
0 references
conditional value at risk
0 references
goal programming
0 references
portfolio selection
0 references
