Liquidity risk and instabilities in portfolio optimization (Q2816955)
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: LIQUIDITY RISK AND INSTABILITIES IN PORTFOLIO OPTIMIZATION |
scientific article; zbMATH DE number 6619839
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Liquidity risk and instabilities in portfolio optimization |
scientific article; zbMATH DE number 6619839 |
Statements
26 August 2016
0 references
portfolio optimization
0 references
estimation error
0 references
expected shortfall
0 references
0.8961834
0 references
0.8849797
0 references
0 references
0.8794148
0 references
0.8750293
0 references
0.8749448
0 references
0.87475467
0 references
0.87441754
0 references
Liquidity risk and instabilities in portfolio optimization (English)
0 references
