A Comparison of Risk Measures for Portfolio Optimization With Cardinality Constraints
Year of publication: |
2022
|
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Authors: | Ramos, Henrique ; Righi, Marcelo ; Guedes, Pablo ; Müller, Fernanda |
Publisher: |
[S.l.] : SSRN |
Subject: | Mathematische Optimierung | Mathematical programming | Portfolio-Management | Portfolio selection | Theorie | Theory | Risikomaß | Risk measure | Risiko | Risk |
Extent: | 1 Online-Ressource (34 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments may 20, 2022 erstellt |
Other identifiers: | 10.2139/ssrn.4141301 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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