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

DOI10.1007/BFB0113350MaRDI QIDQ3139218zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

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

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Cited in

(1)

• Satisficing Measures for Analysis of Risky Positions

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