Title of article
Equilibrium with investors using a diversity of deviation measures
Author/Authors
R. Tyrrell Rockafellar، نويسنده , , Stan Uryasev، نويسنده , , M. Zabarankin، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2007
Pages
18
From page
3251
To page
3268
Keywords
Generalized deviation measures , Generalized master funds , Risk management , CAPM-like models , Financial equilibrium , Portfolio analysis
Journal title
Journal of Banking and Finance
Serial Year
2007
Journal title
Journal of Banking and Finance
Record number
194126
Link To Document