Robust Portfolio Optimization with Respect to Spectral Risk Measures Under Correlation Uncertainty
- Location
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Deutsche Nationalbibliothek Frankfurt am Main
- ISSN
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1432-0606
- Extent
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Online-Ressource
- Language
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Englisch
- Notes
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online resource.
- Bibliographic citation
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Robust Portfolio Optimization with Respect to Spectral Risk Measures Under Correlation Uncertainty ; volume:86 ; number:1 ; day:7 ; month:6 ; year:2022 ; pages:1-29 ; date:8.2022
Applied mathematics & optimization ; 86, Heft 1 (7.6.2022), 1-29, 8.2022
- Classification
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Wirtschaft
- Creator
- Contributor
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SpringerLink (Online service)
- DOI
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10.1007/s00245-022-09856-1
- URN
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urn:nbn:de:101:1-2022082321535803084631
- Rights
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Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
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15.08.2025, 7:36 AM CEST
Data provider
This object is provided by:
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Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- Tsang, Man Yiu
- Sit, Tony
- Wong, Hoi Ying
- SpringerLink (Online service)
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