Risk-adjusted probability measures in portfolio optimization with coherent measures of risk
type: Item
instance of: scholarly article
title: Risk-adjusted probability measures in portfolio optimization with coherent measures of risk
zbMATH Open document ID: 1142.91591
author: Naomi Miller
author: Andrzej Ruszczyński
published in: European Journal of Operational Research
publication date: 2008-06-24T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91G10
zbMATH DE Number: 5292275
zbMATH Keywords: risk
zbMATH Keywords: portfolio optimization
MaRDI profile type: Publication
full work available at URL: j.ejor.2007.06.052
OpenAlex ID: W2094752896
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DOI: 10.1016/J.EJOR.2007.06.052
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description: scientific article; zbMATH DE number 5292275