Value-at-risk efficient portfolio selection using goal programming
Hsin-Hung Chen
| Year of publication: |
2008
|
|---|---|
| Authors: | Chen, Hsin-hung |
| Published in: |
Review of Pacific Basin financial markets and policies. - Hackensack, NJ [u.a.] : World Scientific, ISSN 0219-0915, ZDB-ID 1465471-4. - Vol. 11.2008, 2, p. 187-200
|
| Subject: | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Mathematische Optimierung | Mathematical programming | Aktienmarkt | Stock market | Asiatisch-pazifischer Raum | Asia-Pacific region | 1991-2006 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003759216