On the price of risk in a mean-risk optimization model (Q4619512)
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scientific article; zbMATH DE number 7013635
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the price of risk in a mean-risk optimization model |
scientific article; zbMATH DE number 7013635 |
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On the price of risk in a mean-risk optimization model (English)
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6 February 2019
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mean-semi-deviation
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portfolio optimization
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coefficient of variation
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Value-at-Risk
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stochastic orders
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