Title of article

The optimal portfolio problem with coherent risk measure constraints

Author/Authors

Stefano Benati، نويسنده ,

Issue Information

روزنامه با شماره پیاپی سال 2003

Pages

13

From page

572

To page

584

Keywords

Risk measures , Computational finance , Portfolio optimization

Journal title

European Journal of Operational Research

Serial Year

2003

Journal title

European Journal of Operational Research

Record number

214649