✦ LIBER ✦

Multistage optimization of option portfolio using higher order coherent risk measures

✍ Scribed by Matmoura, Yassine; Penev, Spiridon

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Risk-adjusted probability measures in po

✍ Naomi Miller; Andrzej Ruszczyński 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 351 KB

Optimization of real asset portfolio usi

✍ Sergio Vitor de Barros Bruno; Claudia Sagastizábal 📂 Article 📅 2010 🏛 Springer US 🌐 English ⚖ 906 KB

On the optimization of a CAPM portfolio

✍ U.W. Spreitzer; V. Reznik 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 134 KB