Solving portfolio optimization problems with structured products (Q2878250)
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scientific article; zbMATH DE number 6335689
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solving portfolio optimization problems with structured products |
scientific article; zbMATH DE number 6335689 |
Statements
28 August 2014
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conditional value-at-risk
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structured products
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capital-protected
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portfolio optimization
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0.9409686
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0.9182208
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0.87435496
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0.8705604
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0.86846495
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0.86641985
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Solving portfolio optimization problems with structured products (English)
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