Πλοήγηση ανά Συγγραφέα "Kaut, M."
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Article
Stability analysis of portfolio management with conditional value-at-risk
Kaut, M.; Vladimirou, Hercules; Wallace, S. W.; Zenios, Stavros A. (2007)We examine the stability of a portfolio management model based on the conditional value-at-risk (CVaR) measure
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Article
Stability analysis of portfolio management with conditional value-at-risk
Kaut, M.; Vladimirou, Hercules; Wallace, S. W.; Zenios, Stavros A. (2007)We examine the stability of a portfolio management model based on the conditional value-at-risk (CVaR) measure