"Portfolio choice and optimal hedging with general risk functions: A ..."

Alejandro Balbás, Raquel Balbás, Silvia Mayoral (2009)

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DOI: 10.1016/J.EJOR.2007.09.028

access: closed

type: Journal Article

metadata version: 2020-10-26

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Alejandro Balbás, Raquel Balbás, Silvia Mayoral:
Portfolio choice and optimal hedging with general risk functions: A simplex-like algorithm. Eur. J. Oper. Res. 192(2): 603-620 (2009)

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