Polyhedral Coherent Risk Measures and Optimal Portfolios on the Reward–Risk Ratio1
2014 ◽
Vol 50
(5)
◽
pp. 724-740
◽
2014 ◽
Vol 50
(6)
◽
pp. 874-883
◽
Keyword(s):
2008 ◽
Vol 11
(4)
◽
pp. 1-31
◽
2011 ◽
Vol 55
(1)
◽
pp. 144-153
2008 ◽
Vol 32
(12)
◽
pp. 2667-2673
◽
2018 ◽
Vol 54
(3)
◽
pp. 423-433
◽