On peculiarities of\nobreakspace {}CoVaR-based portfolio\nobreakspace {}selection (Q4614225)
From MaRDI portal
scientific article; zbMATH DE number 7008608
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On peculiarities of\nobreakspace {}CoVaR-based portfolio\nobreakspace {}selection |
scientific article; zbMATH DE number 7008608 |
Statements
On peculiarities of\nobreakspace {}CoVaR-based portfolio\nobreakspace {}selection (English)
0 references
30 January 2019
0 references
portfolio optimization
0 references
conditional value-at-risk (CoVaR)
0 references
0 references
