Optimality conditions in portfolio analysis with general deviation measures
R. Tyrrell Rockafellar, Stan Uryasev, Michael ZabarankinVolume:
108
Language:
english
Pages:
26
Journal:
Mathematical Programming
DOI:
10.1007/s10107-006-0721-9
Date:
September, 2006
File:
PDF, 250 KB
english, 2006