Adam Krzemienowski
From MaRDI portal
Person:286010
Available identifiers
zbMath Open krzemienowski.adamMaRDI QIDQ286010
List of research outcomes
Publication | Date of Publication | Type |
---|---|---|
Portfolio optimization with a copula-based extension of conditional value-at-risk | 2016-05-19 | Paper |
Risk preference modeling with conditional average: An application to portfolio optimization | 2009-06-25 | Paper |
On extending the LP computable risk measures to account downside risk | 2005-11-16 | Paper |
Research outcomes over time
Doctoral students
No records found.
Known relations from the MaRDI Knowledge Graph
Property | Value |
---|---|
MaRDI profile type | MaRDI person profile |
instance of | human |
This page was built for person: Adam Krzemienowski