Convex risk measures for portfolio optimization and concepts of flexibility - Research Collection

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Author

Lüthi, Hans-Jakob

Doege, Jörg

Date

2005-11

Type

Journal Article

Citations

Cited 31 times in Web of Science

ETH Bibliography

yes

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Publication status

published

External links

https://doi.org/10.1007/s10107-005-0628-x

Journal / series

Mathematical Programming

Volume

104(2-3)

Pages / Article No.

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

ETH Bibliography

yes

Altmetrics