Portfolio selection of uncertain random returns based on value at risk (Q2099969)
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: Portfolio selection of uncertain random returns based on value at risk |
scientific article; zbMATH DE number 7620976
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio selection of uncertain random returns based on value at risk |
scientific article; zbMATH DE number 7620976 |
Statements
Portfolio selection of uncertain random returns based on value at risk (English)
0 references
21 November 2022
0 references
chance theory
0 references
uncertain random variable
0 references
value at risk
0 references
portfolio selection
0 references
Monte Carlo simulation
0 references
mean-value at risk model
0 references
0 references
0 references
0 references
