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Convex risk measures for portfolio optimization and concepts of flexibility - MaRDI portal

Convex risk measures for portfolio optimization and concepts of flexibility (Q2576735)

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Convex risk measures for portfolio optimization and concepts of flexibility
scientific article

    Statements

    title
    Convex risk measures for portfolio optimization and concepts of flexibility (English)
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    author
    Hans-Jakob Lüthi
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    Jorg Doege
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    publication date
    14 December 2005
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    Identifiers

    Mathematics Subject Classification ID
    91B30
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    91G10
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    52A41
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    90C25
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    90C31
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    zbMATH DE Number
    2238693
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    OpenAlex ID
    W1968250197
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