Risk-adjusted probability measures in portfolio optimization with coherent measures of risk (Q930955)
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scientific article; zbMATH DE number 5292275
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Risk-adjusted probability measures in portfolio optimization with coherent measures of risk |
scientific article; zbMATH DE number 5292275 |
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Risk-adjusted probability measures in portfolio optimization with coherent measures of risk (English)
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24 June 2008
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risk
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portfolio optimization
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0.9468254
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0.9361449
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0.92930377
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0.9289754
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0.9269366
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0.92510813
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0.9246476
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0.9236646
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0.92162323
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