Stability analysis of portfolio management with conditional value-at-risk (Q5423192)
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scientific article; zbMATH DE number 5203405
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stability analysis of portfolio management with conditional value-at-risk |
scientific article; zbMATH DE number 5203405 |
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Stability analysis of portfolio management with conditional value-at-risk (English)
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22 October 2007
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Portfolio management
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stability analysis
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impact of higher-order moments
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estimation errors
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conditional value-at-risk
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