Mean-VaR portfolio selection under real constraints
type: Item
instance of: scholarly article
title: Mean-VaR portfolio selection under real constraints
zbMATH Open document ID: 1206.91075
author: J. Samuel Baixauli-Soler
author: Eva Alfaro-Cid
author: Matilde O. Fernandez-Blanco
published in: Computational Economics
publication date: 2011-02-25T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 90C29
Mathematics Subject Classification ID: 90C59
zbMATH DE Number: 5857540
zbMATH Keywords: portfolio selection
zbMATH Keywords: heuristics
zbMATH Keywords: optimization
zbMATH Keywords: risk management
describes a project that uses: SPEA2
MaRDI profile type: Publication
full work available at URL: s10614-009-9195-1
OpenAlex ID: W1998618328
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DOI: 10.1007/S10614-009-9195-1
description: scientific article; zbMATH DE number 5857540