Suboptimality in portfolio conditional value-at-risk optimization - Research Collection

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Author

Jakobsons, Edgars

Date

2016

Type

Journal Article

Citations

Cited 1 times in Web of Science

Cited 1 times in Scopus

ETH Bibliography

yes

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Publication status

published

External links

https://doi.org/10.21314/j0r.2016.330

Journal / series

Journal of Risk

Volume

18(4)

Pages / Article No.

1 - 23

Publisher

Incisive Media

Organisational unit

03288 - Embrechts, Paul (emeritus) / Embrechts, Paul (emeritus)

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Show all metadata

Citations

Cited 1 times in Web of Science

Cited 1 times in Scopus

ETH Bibliography

yes

Altmetrics