Comparative issues between linear and non-linear risk measures for non-convex portfolio optimization: evidence from the S&P 500 (Q5245462)
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scientific article; zbMATH DE number 6423506
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comparative issues between linear and non-linear risk measures for non-convex portfolio optimization: evidence from the S&P 500 |
scientific article; zbMATH DE number 6423506 |
Statements
Comparative issues between linear and non-linear risk measures for non-convex portfolio optimization: evidence from the S&P 500 (English)
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8 April 2015
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portfolio optimization
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linear and nonlinear risk measures
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non-convex policy constraints
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S\&P 500
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