"The optimal portfolio problem with coherent risk measure constraints."

Stefano Benati (2003)

> Home

Details and statistics

DOI: 10.1016/S0377-2217(02)00785-3

access: closed

type: Journal Article

metadata version: 2020-06-15

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/eor/Benati03
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/eor/Benati03
Stefano Benati:
The optimal portfolio problem with coherent risk measure constraints. Eur. J. Oper. Res. 150(3): 572-584 (2003)

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.