OPTIMAL PORTFOLIO CHOICE WITH CRASH AND DEFAULT RISK (Q5866980)
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scientific article; zbMATH DE number 7590379
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTIMAL PORTFOLIO CHOICE WITH CRASH AND DEFAULT RISK |
scientific article; zbMATH DE number 7590379 |
Statements
OPTIMAL PORTFOLIO CHOICE WITH CRASH AND DEFAULT RISK (English)
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22 September 2022
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optimal portfolios
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crash
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default
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worst-case scenario
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minimum constant portfolio
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constrained optimization
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