Optimal portfolios with Haezendonck risk measures (Q5502853)
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scientific article; zbMATH DE number 5488517
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| default for all languages | No label defined |
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| 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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0.8091425895690918
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0.8012872934341431
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0.8006675839424133
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0.7972844243049622
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0.7934494614601135
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