Stability analysis of portfolio management with conditional value-at-risk

By Michal Kaut, Hercules Vladimirou, Stein W. Wallace, Stavros A. Zenios. 2007

84 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/b62717b7d1883e464024c56a919472c138bcf56a