Stability analysis of portfolio management with conditional value-at-risk (Q5423192)
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scientific article; zbMATH DE number 5203405
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Stability analysis of portfolio management with conditional value-at-risk |
scientific article; zbMATH DE number 5203405 |
Statements
Stability analysis of portfolio management with conditional value-at-risk (English)
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22 October 2007
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Portfolio management
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stability analysis
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impact of higher-order moments
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estimation errors
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conditional value-at-risk
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0.90197366
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0.8913363
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0.8909932
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0.8867185
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0.8834909
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0.87793607
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0.87696844
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