Two-stage portfolio optimization with higher-order conditional measures of risk (Q492815)
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scientific article; zbMATH DE number 6474565
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Two-stage portfolio optimization with higher-order conditional measures of risk |
scientific article; zbMATH DE number 6474565 |
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Two-stage portfolio optimization with higher-order conditional measures of risk (English)
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21 August 2015
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stochastic programming
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scenario tree generation
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coherent measures of risk
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portfolio optimization
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risk
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0.7961398363113403
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0.7947877049446106
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0.7859849333763123
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0.7793351411819458
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0.7657796740531921
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