Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time (Q321015)
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scientific article; zbMATH DE number 6635805
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time |
scientific article; zbMATH DE number 6635805 |
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Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time (English)
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7 October 2016
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dynamic mean-risk portfolio selection
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conditional value at risk
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safety-first principle
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stochastic optimization
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martingale approach
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