Optimal portfolio selection via conditional convex risk measures on L <Superscript> p </Superscript>
Year of publication: |
2013
|
---|---|
Authors: | Acciaio, Beatrice ; Goldammer, Verena |
Published in: |
Decisions in Economics and Finance. - Springer, ISSN 1593-8883. - Vol. 36.2013, 1, p. 1-21
|
Publisher: |
Springer |
Subject: | Conditional convex risk measures | Portfolio selection problem | Constant mix strategies |
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