Asymmetric risk measures and tracking models for portfolio optimization under uncertainty (Q1313152)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Asymmetric risk measures and tracking models for portfolio optimization under uncertainty |
scientific article; zbMATH DE number 490518
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymmetric risk measures and tracking models for portfolio optimization under uncertainty |
scientific article; zbMATH DE number 490518 |
Statements
Asymmetric risk measures and tracking models for portfolio optimization under uncertainty (English)
0 references
26 January 1994
0 references
portfolio optimization
0 references
asymmetric risk
0 references
lower partial moments
0 references
local quadratic approximation
0 references
piecewise linear-quadratic risk measures
0 references
tracking model
0 references
