Portfolio optimization with optimal expected utility risk measures

Location
Deutsche Nationalbibliothek Frankfurt am Main
ISSN
1572-9338
Extent
Online-Ressource
Language
Englisch
Notes
online resource.

Bibliographic citation
Portfolio optimization with optimal expected utility risk measures ; volume:309 ; number:1 ; day:22 ; month:11 ; year:2021 ; pages:59-77 ; date:2.2022
Annals of operations research ; 309, Heft 1 (22.11.2021), 59-77, 2.2022

Classification
Wirtschaft

Creator
Geissel, Sebastian
Graf, H.
Herbinger, J.
Seifried, F. T.
Contributor
SpringerLink (Online service)

DOI
10.1007/s10479-021-04403-7
URN
urn:nbn:de:101:1-2022043008532237829231
Rights
Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
Last update
15.08.2025, 7:31 AM CEST

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