A continuous selection for optimal portfolios under convex risk measures does not always exist
dc.contributor.author
Baes, Michel
dc.contributor.author
Munari, Cosimo
dc.date.accessioned
2020-03-23T13:19:30Z
dc.date.available
2020-03-22T01:39:42Z
dc.date.available
2020-03-23T13:19:30Z
dc.date.issued
2020-02
dc.identifier.issn
1432-2994
dc.identifier.issn
1432-5217
dc.identifier.other
10.1007/s00186-019-00681-x
en_US
dc.identifier.uri
http://hdl.handle.net/20.500.11850/406031
dc.language.iso
en
en_US
dc.publisher
Springer
en_US
dc.subject
Risk measures
en_US
dc.subject
Portfolio selection
en_US
dc.subject
Perturbation analysis
en_US
dc.subject
Continuous selections
en_US
dc.title
A continuous selection for optimal portfolios under convex risk measures does not always exist
en_US
dc.type
Journal Article
dc.date.published
2019-09-10
ethz.journal.title
Mathematical Methods of Operations Research
ethz.journal.volume
91
en_US
ethz.journal.issue
1
en_US
ethz.journal.abbreviated
Math. methods oper. res.
ethz.pages.start
5
en_US
ethz.pages.end
23
en_US
ethz.identifier.wos
ethz.identifier.scopus
ethz.publication.place
Heidelberg
en_US
ethz.publication.status
published
en_US
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::09557 - Cheridito, Patrick / Cheridito, Patrick
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02204 - RiskLab / RiskLab
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::09557 - Cheridito, Patrick / Cheridito, Patrick
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02204 - RiskLab / RiskLab
ethz.date.deposited
2020-03-22T01:39:51Z
ethz.source
WOS
ethz.eth
yes
en_US
ethz.availability
Metadata only
en_US
ethz.rosetta.installDate
2020-03-23T13:19:42Z
ethz.rosetta.lastUpdated
2021-02-15T09:13:57Z
ethz.rosetta.versionExported
true
ethz.COinS
ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.atitle=A%20continuous%20selection%20for%20optimal%20portfolios%20under%20convex%20risk%20measures%20does%20not%20always%20exist&rft.jtitle=Mathematical%20Methods%20of%20Operations%20Research&rft.date=2020-02&rft.volume=91&rft.issue=1&rft.spage=5&rft.epage=23&rft.issn=1432-2994&1432-5217&rft.au=Baes,%20Michel&Munari,%20Cosimo&rft.genre=article&rft_id=info:doi/10.1007/s00186-019-00681-x&
Files in this item
| Files | Size | Format | Open in viewer |
|---|---|---|---|
|
There are no files associated with this item. |
|||
Publication type
-
Journal Article [120832]