مرکز منطقه ای اطلاع رساني علوم و فناوري - Equilibrium with investors using a diversity of deviation measures

Title of article :

Equilibrium with investors using a diversity of deviation measures

Author/Authors :

R. Tyrrell Rockafellar، نويسنده , , Stan Uryasev، نويسنده , , M. Zabarankin، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2007

Pages :

From page :

3251

To page :

3268

Keywords :

Generalized deviation measures , Generalized master funds , Risk management , CAPM-like models , Financial equilibrium , Portfolio analysis

Journal title :

Journal of Banking and Finance

Serial Year :

2007

Journal title :

Journal of Banking and Finance

Record number :

194126

Link To Document :