Suboptimality in portfolio conditional value-at-risk optimization
dc.contributor.author
Jakobsons, Edgars
dc.date.accessioned
2017-06-12T08:32:51Z
dc.date.available
2017-06-12T08:32:51Z
dc.date.issued
2016
dc.identifier.issn
1465-1211
dc.identifier.issn
1755-2842
dc.identifier.other
10.21314/j0r.2016.330
dc.identifier.uri
http://hdl.handle.net/20.500.11850/118014
dc.language.iso
en
dc.publisher
Incisive Media
dc.title
Suboptimality in portfolio conditional value-at-risk optimization
dc.type
Journal Article
ethz.journal.title
Journal of Risk
ethz.journal.volume
18
ethz.journal.issue
4
ethz.pages.start
1
ethz.pages.end
23
ethz.identifier.wos
ethz.identifier.scopus
ethz.identifier.nebis
003867893
ethz.publication.place
London
ethz.publication.status
published
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03288 - Embrechts, Paul (emeritus) / Embrechts, Paul (emeritus)
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03288 - Embrechts, Paul (emeritus) / Embrechts, Paul (emeritus)
ethz.date.deposited
2017-06-12T08:39:16Z
ethz.source
ECIT
ethz.identifier.importid
imp59365484a367e98596
ethz.ecitpid
pub:179952
ethz.eth
yes
ethz.availability
Metadata only
ethz.rosetta.installDate
2017-07-14T18:40:29Z
ethz.rosetta.lastUpdated
2022-03-28T15:00:57Z
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true
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Journal Article [121987]