Two-sided coherent risk measures and their application in realistic portfolio optimization

✍ Scribed by Zhiping Chen; Yi Wang

• Book ID: 116615225
• Publisher: Elsevier Science
• Year: 2008
• Tongue: English
• Weight: 212 KB
• Volume: 32
• Category: Article
• ISSN: 0378-4266
• DOI: 10.1016/j.jbankfin.2008.07.004