Risk-return-oriented optimization of portfolios with conditional value-at-risk constraints

被引：0
|
作者：
Theiler, UA [1 ]
机构：
[1] Risk Training, D-83052 Bruckmuhl, Germany
来源：
OPERATIONS RESEARCH PROCEEDINGS 2001 | 2002年
关键词：
D O I：
暂无
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
引用
收藏
页码：183 / 190
页数：8
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