scientific article; zbMATH DE number 5913441

MaRDI QIDQ3010747zbMATH OpenFDO

Authors Xuou Guo, Yanli Hu, Peibiao Zhao

Publication date 27 June 2011

zbMATH Keywords

portfolio selectiongeneralized CVaR

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Portfolio theory (91G10)

Cited in

(3)

• Portfolio decision analysis with a generalized balance approach
• Portfolio selection problem with multiple risky assets under the constant elasticity of variance model
• Portfolio selection in multidimensional general and partial moment space

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