Spectral coherent risk measures in the portfolio optimization problems (Q5507330)
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scientific article; zbMATH DE number 6665492
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| default for all languages | No label defined |
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| English | Spectral coherent risk measures in the portfolio optimization problems |
scientific article; zbMATH DE number 6665492 |
Statements
16 December 2016
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risk measures
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portfolio optimization
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investor strategy
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0.848854660987854
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0.8277904391288757
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0.7763543128967285
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0.7729068398475647
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0.7698598504066467
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