Portfolio selection with tail nonlinearly transformed risk measures—a comparison with mean-CVaR analysis
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Publication:5014233
DOI10.1080/14697688.2020.1856912zbMath1479.91353OpenAlexW3126387110MaRDI QIDQ5014233
Mario Brandtner, Wolfgang Kürsten, Kerstin Bergk
Publication date: 1 December 2021
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697688.2020.1856912
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