Active allocation of systematic risk and control of risk sensitivity in portfolio optimization
Year of publication: |
2013
|
---|---|
Authors: | Li, Yingjie ; Zhu, Shushang ; Li, Donghui ; Li, Duan |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 228.2013, 3 (1.8.), p. 556-570
|
Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Risiko | Risk | Risikomanagement | Risk management |
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