Title of article :
Master funds in portfolio analysis with general deviation measures
Author/Authors :
R. Tyrrell Rockafellar، نويسنده , , Stan Uryasev، نويسنده , , Michael Zabarankin، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2005
Keywords :
Deviation measures , Risk measures , Conditional value-at-risk , One-fund theorem , Basic fund , Master fund , Efficient frontier , Convex analysis , Portfolio optimization , Value-at-Risk
Journal title :
Journal of Banking and Finance
Journal title :
Journal of Banking and Finance
