Title of article :
The optimal portfolio problem with coherent risk measure constraints
Author/Authors :
Stefano Benati، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2003
Pages :
13
From page :
572
To page :
584
Keywords :
Risk measures , Computational finance , Portfolio optimization
Journal title :
European Journal of Operational Research
Serial Year :
2003
Journal title :
European Journal of Operational Research
Record number :
214649
Link To Document :
بازگشت