Mean-Variance, Mean-VaR, Mean-CVaR Models for Portfolio Selection With Background Risk
Year of publication: |
2018
|
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Authors: | Guo, Xu |
Other Persons: | Chan, Raymond Honfu (contributor) ; Wong, Wing-Keung (contributor) ; Zhu, Lixing (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Risikomodell | Risk model | Portfolio-Management | Portfolio selection | Theorie | Theory | Entscheidung unter Risiko | Decision under risk |
Extent: | 1 Online-Ressource (28 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 25, 2018 erstellt |
Other identifiers: | 10.2139/ssrn.3254849 [DOI] |
Classification: | C02 - Mathematical Methods |
Source: | ECONIS - Online Catalogue of the ZBW |
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