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dc.contributor.author
Lüthi, Hans-Jakob
dc.contributor.author
Doege, Jörg
dc.date.accessioned
2017-06-09T09:45:38Z
dc.date.available
2017-06-09T09:45:38Z
dc.date.issued
2005-11
dc.identifier.issn
0025-5610
dc.identifier.issn
1436-4646
dc.identifier.other
10.1007/s10107-005-0628-x
dc.identifier.uri
http://hdl.handle.net/20.500.11850/31176
dc.identifier.doi
10.3929/ethz-b-000031176
dc.format
application/pdf
dc.language.iso
en
dc.publisher
Springer
dc.rights.uri
http://rightsstatements.org/page/InC-NC/1.0/
dc.title
Convex risk measures for portfolio optimization and concepts of flexibility
dc.type
Journal Article
dc.rights.license
In Copyright - Non-Commercial Use Permitted
ethz.journal.title
Mathematical Programming
ethz.journal.volume
104
ethz.journal.issue
2-3
ethz.journal.abbreviated
Math. program.
ethz.pages.start
541
ethz.pages.end
559
ethz.version.deposit
publishedVersion
ethz.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 publisher
ethz.identifier.wos
ethz.identifier.nebis
000024930
ethz.publication.place
Heidelberg
ethz.publication.status
published
ethz.leitzahl
03391 - Lüthi, Hans-Jakob
ethz.leitzahl.certified
03391 - Lüthi, Hans-Jakob
ethz.date.deposited
2017-06-09T09:45:44Z
ethz.source
ECIT
ethz.identifier.importid
imp59364db9f0b5615017
ethz.ecitpid
pub:51481
ethz.eth
yes
ethz.availability
Open access
ethz.rosetta.installDate
2017-07-26T19:05:48Z
ethz.rosetta.lastUpdated
2021-02-14T07:10:53Z
ethz.rosetta.versionExported
true
ethz.COinS
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