Stability analysis of portfolio management with conditional value-at-risk
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Publication:5423192
DOI10.1080/14697680701483222zbMath1190.91137OpenAlexW2007270903MaRDI QIDQ5423192
Stein W. Wallace, Hercules Vladimirou, Michal Kaut, Stavros A. Zenios
Publication date: 22 October 2007
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697680701483222
stability analysisPortfolio managementconditional value-at-riskestimation errorsimpact of higher-order moments
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