Modeling and solving portfolio selection problems based on PVaR (Q4957247)
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scientific article; zbMATH DE number 7390947
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Modeling and solving portfolio selection problems based on PVaR |
scientific article; zbMATH DE number 7390947 |
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Modeling and solving portfolio selection problems based on PVaR (English)
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3 September 2021
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portfolio selection problem
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portfolio optimization model
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period value at risk
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0.7980011105537415
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0.7967275381088257
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0.7911336421966553
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0.7874473333358765
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0.7821732759475708
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