Convex risk measures for portfolio optimization and concepts of flexibility
Open access
Datum
2005-11Typ
- Journal Article
Persistenter Link
https://doi.org/10.3929/ethz-b-000031176Publikationsstatus
publishedExterne Links
Zeitschrift / Serie
Mathematical ProgrammingBand
Seiten / Artikelnummer
Verlag
SpringerOrganisationseinheit
03391 - Lüthi, Hans-Jakob
Anmerkungen
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 publisher