"Portfolio optimization with two coherent risk measures."

Tahsin Deniz Aktürk, Çagin Ararat (2020)

> Home

Details and statistics

DOI: 10.1007/S10898-020-00922-Y

access: closed

type: Journal Article

metadata version: 2020-11-14

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/jgo/AkturkA20
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/jgo/AkturkA20
Tahsin Deniz Aktürk, Çagin Ararat:
Portfolio optimization with two coherent risk measures. J. Glob. Optim. 78(3): 597-626 (2020)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.