Portfolio selection with tail nonlinearly transformed risk measures—a comparison with mean-CVaR analysis (Q5014233)
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scientific article; zbMATH DE number 7436814
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio selection with tail nonlinearly transformed risk measures—a comparison with mean-CVaR analysis |
scientific article; zbMATH DE number 7436814 |
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Portfolio selection with tail nonlinearly transformed risk measures—a comparison with mean-CVaR analysis (English)
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1 December 2021
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portfolio selection
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conditional value-at-risk
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axiomatic risk measures
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risk management
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