Crypto-assets portfolio optimization under the omega measure
Javier Gutiérrez Castro, Edison Américo Huarsaya Tito, Luiz Eduardo Teixeira Brandão, and Leonardo Lima Gomes
| Year of publication: |
2020
|
|---|---|
| Authors: | Castro, Javier Gutiérrez ; Tito, Edison Americo Huarsaya ; Brandão, Luiz Eduardo Teixeira ; Gomes, Leonardo Lima |
| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Messung | Measurement |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/0013791X.2019.1668098 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012261172