Modeling and solving portfolio selection problems based on PVaR (Q4957247)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Modeling and solving portfolio selection problems based on PVaR |
scientific article; zbMATH DE number 7390947
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Modeling and solving portfolio selection problems based on PVaR |
scientific article; zbMATH DE number 7390947 |
Statements
Modeling and solving portfolio selection problems based on PVaR (English)
0 references
3 September 2021
0 references
portfolio selection problem
0 references
portfolio optimization model
0 references
period value at risk
0 references
0 references
0 references
0 references
0.7980011105537415
0 references
0.7967275381088257
0 references
0.7911336421966553
0 references
0.7874473333358765
0 references
0.7821732759475708
0 references
