Optimal portfolio selection via conditional convex risk measures on \(L ^{p }\)
type: Item
instance of: scholarly article
title: Optimal portfolio selection via conditional convex risk measures on \(L ^{p }\)
zbMATH Open document ID: 1268.91160
author: B. Acciaio
author: Verena Goldammer
published in: Decisions in Economics and Finance
publication date: 2013-07-19T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 6189573
zbMATH Keywords: conditional convex risk measures
zbMATH Keywords: portfolio selection problem
zbMATH Keywords: constant mix strategies
MaRDI profile type: Publication
full work available at URL: s10203-011-0120-4
OpenAlex ID: W2052765434
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DOI: 10.1007/S10203-011-0120-4
description: scientific article; zbMATH DE number 6189573