Convex risk measures for portfolio optimization and concepts of flexibility

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Author
Lüthi, Hans-Jakob
Doege, Jörg
Date
2005-11
Type
  • Journal Article
Publication status
published
External links
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Journal / series
Mathematical programming
Volume
104(2-3)
Pages
541 - 559
Publisher
Springer
Organisational unit
03391 - Lüthi, Hans-Jakob
Notes
Received 13 June 2004, Accepted 21 April 2005, Published online 14 July 2005.
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Citations
Cited 31 times in Web of Science
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