Suboptimality in portfolio conditional value-at-risk optimization

Thumbnail
Metadata only
Author
Jakobsons, Edgars
Date
2016
Type
  • Journal Article
Publication status
published
External links
Search via SFX
Journal / series
Journal of Risk
Volume
18(4)
Pages
1 - 23
Publisher
Incisive Media
Organisational unit
03288 - Embrechts, Paul
Notes
.
More
Show all metadata
Altmetrics