Optimization of real asset portfolio using a coherent risk measure: Application to oil and energy industries (Q535718)
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scientific article; zbMATH DE number 5887890
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimization of real asset portfolio using a coherent risk measure: Application to oil and energy industries |
scientific article; zbMATH DE number 5887890 |
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Optimization of real asset portfolio using a coherent risk measure: Application to oil and energy industries (English)
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13 May 2011
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portfolio optimization
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real assets
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CVaR
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decomposition methods
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