Optimal portfolios with Haezendonck risk measures
Year of publication: |
2008
|
---|---|
Authors: | Bellini, Fabio ; Rosazza Gianin, Emanuela |
Published in: |
Statistics & Decisions. - Oldenbourg Wissenschaftsverlag GmbH, ISSN 2196-7040, ZDB-ID 2630803-4. - Vol. 26.2008, 2, p. 89-108
|
Publisher: |
Oldenbourg Wissenschaftsverlag GmbH |
Subject: | Haezendonck measures | Orlicz premiums | coherent risk measures | optimal portfolios | efficient frontiers |
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