Mean-risk models using two risk measures: a multi-objective approach
Year of publication: |
2007
|
---|---|
Authors: | Roman, Diana ; Darby-Dowman, Kenneth ; Mitra, Gautam |
Published in: |
Quantitative Finance. - Taylor & Francis Journals, ISSN 1469-7688. - Vol. 7.2007, 4, p. 443-458
|
Publisher: |
Taylor & Francis Journals |
Subject: | Portfolio selection | Multi-objective optimisation | Risk measures | Conditional Value at Risk |
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