Convex risk measures for portfolio optimization and concepts of flexibility
type: Item
instance of: scholarly article
title: Convex risk measures for portfolio optimization and concepts of flexibility
zbMATH Open document ID: 1094.91033
author: Hans-Jakob Lüthi
author: Jorg Doege
published in: Mathematical Programming. Series A. Series B
publication date: 2005-12-14T00:00:00Z
full work available at URL: http://hdl.handle.net/20.500.11850/31176
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 52A41
Mathematics Subject Classification ID: 90C25
Mathematics Subject Classification ID: 90C31
zbMATH DE Number: 2238693
MaRDI profile type: Publication
OpenAlex ID: W1968250197
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DOI: 10.1007/S10107-005-0628-X
description: scientific article