On efficient portfolio selection using convex risk measures (Q1932548)
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: On efficient portfolio selection using convex risk measures |
scientific article; zbMATH DE number 6127191
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On efficient portfolio selection using convex risk measures |
scientific article; zbMATH DE number 6127191 |
Statements
On efficient portfolio selection using convex risk measures (English)
0 references
20 January 2013
0 references
efficiency frontier
0 references
efficient financial positions
0 references
Markowitz-type problems
0 references
utility-type problems
0 references
zero-sum games
0 references
0 references
