The price of portfolio selection under tail conditional expectation with consumption cost and transaction cost (Q392535)
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scientific article; zbMATH DE number 6245005
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The price of portfolio selection under tail conditional expectation with consumption cost and transaction cost |
scientific article; zbMATH DE number 6245005 |
Statements
The price of portfolio selection under tail conditional expectation with consumption cost and transaction cost (English)
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14 January 2014
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risk management
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tail conditional expectation
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asset-liability control
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value-at-risk
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consumption costs
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transaction costs
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