Composite time-consistent multi-period risk measure and its application in optimal portfolio selection
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Publication:518437
DOI10.1007/s11750-015-0407-7zbMath1409.91130OpenAlexW2202076194MaRDI QIDQ518437
Zhe Yan, Zhiping Chen, Jia Liu, Gang Li
Publication date: 28 March 2017
Published in: Top (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11750-015-0407-7
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