Portfolio selection problem with value-at-risk constraints under non-extensive statistical mechanics (Q908370)
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scientific article; zbMATH DE number 6539260
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Portfolio selection problem with value-at-risk constraints under non-extensive statistical mechanics |
scientific article; zbMATH DE number 6539260 |
Statements
Portfolio selection problem with value-at-risk constraints under non-extensive statistical mechanics (English)
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4 February 2016
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non-extensive statistics
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portfolio selection
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value-at-risk
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utility
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dynamic programming principle
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0.8657916188240051
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0.8346544504165649
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0.8324108123779297
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0.8169376850128174
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0.798594057559967
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