Multiperiod Mean-CVaR Portfolio Selection (Q5356993)
From MaRDI portal
scientific article; zbMATH DE number 6774385
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multiperiod Mean-CVaR Portfolio Selection |
scientific article; zbMATH DE number 6774385 |
Statements
Multiperiod Mean-CVaR Portfolio Selection (English)
0 references
12 September 2017
0 references
mean-CVaR
0 references
pre-committed policy
0 references
time consistency in efficiency
0 references
time consistent policy
0 references
linear programming
0 references
integer programming
0 references
