Browsing Τμήμα Λογιστικής και Χρηματοοικονομικής / Department of Accounting and Finance by Subject "Portfolio management"
Now showing items 1-1 of 1
-
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