Measuring the position risks on capital markets: A mathematical programming approach

DOI10.1007/BFB0113350zbMATH Open0800.90063OpenAlexW180646116MaRDI QIDQ3139218FDOQ3139218

Authors: Issiaka Berete, Jean Magendie, Bruno Moatti 

Publication date: 12 December 1994

Published in: System Modelling and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bfb0113350

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Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Portfolio theory (91G10)

Cited In (1)

• Satisficing Measures for Analysis of Risky Positions

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