A continuous selection for optimal portfolios under convex risk measures does not always exist
Metadata only
Date
2020-02Type
- Journal Article
Publication status
publishedExternal links
Journal / series
Mathematical Methods of Operations ResearchVolume
Pages / Article No.
Publisher
SpringerSubject
Risk measures; Portfolio selection; Perturbation analysis; Continuous selectionsOrganisational unit
09557 - Cheridito, Patrick / Cheridito, Patrick
02204 - RiskLab / RiskLab
More
Show all metadata