Omega-CVaR Portfolio Optimization and Its Worst Case Analysis
| Year of publication: |
2018
|
|---|---|
| Authors: | Sharma, Amita |
| Other Persons: | Utz, Sebastian (contributor) ; Mehra, Aparna (contributor) |
| Publisher: |
[2018]: [S.l.] : SSRN |
| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory |
| Description of contents: |
This paper presents a nov ...
|
freely available
| Extent: | 1 Online-Ressource (34 p) |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | In: OR Spectrum, 2017, Volume 39, Number 2, pp 505-539 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 13, 2016 erstellt |
| Other identifiers: | 10.2139/ssrn.2714945 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012936598