On peculiarities of\nobreakspace {}CoVaR-based portfolio\nobreakspace {}selection (Q4614225)
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scientific article; zbMATH DE number 7008608
Language | Label | Description | Also known as |
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English | On peculiarities of\nobreakspace {}CoVaR-based portfolio\nobreakspace {}selection |
scientific article; zbMATH DE number 7008608 |
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On peculiarities of\nobreakspace {}CoVaR-based portfolio\nobreakspace {}selection (English)
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30 January 2019
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portfolio optimization
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conditional value-at-risk (CoVaR)
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