Modeling and solving portfolio selection problems based on PVaR
Year of publication: |
2020
|
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Authors: | Huo, Yanli ; Xu, Chunhui ; Shiina, Takayuki |
Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 20.2020, 12, p. 1889-1898
|
Subject: | Mathematische Optimierung | Mathematical programming | Portfolio-Management | Portfolio selection | Theorie | Theory |
Type of publication: | Article |
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Type of publication (narrower categories): | Konferenzbeitrag ; Conference paper ; Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1080/14697688.2020.1819552 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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