Browsing by Subject "Impact of higher-order moments"
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Article
Stability analysis of portfolio management with conditional value-at-risk
(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
(2007)We examine the stability of a portfolio management model based on the conditional value-at-risk (CVaR) measure