Conditional value-at-risk Vs. Value-at-risk to multi-objective portfolio optimization

Applications of Management Science

Volumn 15, Issue , 2012, Pages 277-305

  Sawik, Bartosz T ^a  

^a NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84871015254     PISSN: 02768976     EISSN: None     Source Type: Book Series    
DOI: 10.1108/S0276-8976(2012)0000015016     Document Type: Article

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