A Standard Measure of Risk and Risk-Value Models (Q4361488)

From MaRDI portal
scientific article; zbMATH DE number 1079957
Language Label Description Also known as
English
A Standard Measure of Risk and Risk-Value Models
scientific article; zbMATH DE number 1079957

    Statements

    A Standard Measure of Risk and Risk-Value Models (English)
    0 references
    0 references
    0 references
    28 October 1997
    0 references
    portfolio optimization
    0 references
    measure of risk
    0 references
    measure of expected utility
    0 references

    Identifiers