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Q5701930 - MaRDI portal

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scientific article; zbMATH DE number 2221036
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English
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scientific article; zbMATH DE number 2221036

    Statements

    author
    Srečko Devjak
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    Ludvik Bogataj
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    publication date
    31 October 2005
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    zbMATH Keywords
    portfolio optimisation
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    commercial bank
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    risk measure
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    risk management
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    linear programming
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    portfolio selection
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    Identifiers

    zbMATH DE Number
    2221036
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