Two-sided coherent risk measures and their application in realistic portfolio optimization
Year of publication: |
2008
|
---|---|
Authors: | Chen, Zhiping ; Wang, Yi |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 32.2008, 12, p. 2667-2673
|
Subject: | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection | Theorie | Theory |
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