Design of efficient investment portfolios with a shortfall probability as a measure of risk (Q6094337)
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scientific article; zbMATH DE number 7737059
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| English | Design of efficient investment portfolios with a shortfall probability as a measure of risk |
scientific article; zbMATH DE number 7737059 |
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Design of efficient investment portfolios with a shortfall probability as a measure of risk (English)
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13 September 2023
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risk analysis
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portfolio optimization
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value at risk
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shortfall probability
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0.836575984954834
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0.7891362905502319
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0.756151556968689
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0.7546851634979248
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