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Measuring the position risks on capital markets: A mathematical programming approach - MaRDI portal

Measuring the position risks on capital markets: A mathematical programming approach (Q3139218)

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Measuring the position risks on capital markets: A mathematical programming approach
scientific article

    Statements

    title
    Measuring the position risks on capital markets: A mathematical programming approach (English)
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    author
    Issiaka Berete
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    Jean Magendie
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    Bruno Moatti
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    publication date
    12 December 1994
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    Identifiers

    Mathematics Subject Classification ID
    91B30
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    91G10
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    90C90
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    zbMATH DE Number
    433052
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    OpenAlex ID
    W180646116
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    DOI
    10.1007/BFB0113350
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