Optimal portfolios with Haezendonck risk measures (Q5502853)
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scientific article; zbMATH DE number 5488517
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal portfolios with Haezendonck risk measures |
scientific article; zbMATH DE number 5488517 |
Statements
Optimal portfolios with Haezendonck risk measures (English)
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9 January 2009
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Haezendonck measures
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Orlicz premiums
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coherent risk measures
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optimal portfolios
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efficient frontiers
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