f-Betas and portfolio optimization with f-divergence induced risk measures
Rui Ding
| Year of publication: |
2023
|
|---|---|
| Authors: | Ding, Rui |
| Subject: | Beta | CAPM | Distributionally robust optimization | Drawdown | Portfolio optimization | Risk management | Risk measures | Statistical divergences | Portfolio-Management | Portfolio selection | Theorie | Theory | Risikomaß | Risk measure | Risikomanagement | Messung | Measurement | Mathematische Optimierung | Mathematical programming | Risiko | Risk |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2023.2230629 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014419172