Portfolio Selection with Multiple Spectral Risk Constraints (Q5258454)
From MaRDI portal
scientific article; zbMATH DE number 6450932
Language | Label | Description | Also known as |
---|---|---|---|
English | Portfolio Selection with Multiple Spectral Risk Constraints |
scientific article; zbMATH DE number 6450932 |
Statements
Portfolio Selection with Multiple Spectral Risk Constraints (English)
0 references
26 June 2015
0 references
large scale portfolio optimization
0 references
coherent risk measures
0 references
first-order algorithms
0 references
0 references