On efficient portfolio selection using convex risk measures
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Publication:1932548
DOI10.1007/s11579-011-0043-4zbMath1255.91392OpenAlexW2016853406MaRDI QIDQ1932548
Publication date: 20 January 2013
Published in: Mathematics and Financial Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11579-011-0043-4
zero-sum gamesefficiency frontierefficient financial positionsMarkowitz-type problemsutility-type problems
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
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Cites Work
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