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~isPartOf:"Mathematics of operations research"
~language:"eng"
~language:"spa"
~person:"Epstein, Larry G."
~person:"Hefeker, Carsten"
~person:"Rosazza Gianin, Emanuela"
~subject:"Risiko"
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Mathematics of operations research
Working paper series / Department of Economics and Institute for Policy Analysis, University of Toronto
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Portfolio optimization with quasiconvex risk measures
Mastrogiacomo, Elisabetta
;
Rosazza Gianin, Emanuela
- In:
Mathematics of operations research
40
(
2015
)
4
,
pp. 1042-1059
Persistent link: https://www.econbiz.de/10011409050
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