Conditional Value-at-Risk, spectral risk measures and (non-)diversification in portfolio selection problems – A comparison with mean–variance analysis

✍ Scribed by Brandtner, Mario

• Book ID: 119945717
• Publisher: Elsevier Science
• Year: 2013
• Tongue: English
• Weight: 791 KB
• Volume: 37
• Category: Article
• ISSN: 0378-4266
• DOI: 10.1016/j.jbankfin.2013.02.009