Convex risk measures for portfolio optimization and concepts of flexibility
Open access
Date
2005-11Type
- Journal Article
Permanent link
https://doi.org/10.3929/ethz-b-000031176Publication status
publishedJournal / series
Mathematical ProgrammingVolume
Pages / Article No.
Publisher
SpringerOrganisational unit
03391 - Lüthi, Hans-Jakob
Notes
Received 13 June 2004, Accepted 21 April 2005, Published online 14 July 2005. It was possible to publish this article open access thanks to a Swiss National Licence with the publisherMore
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