Two-sided coherent risk measures and their application in realistic portfolio optimization
2008 ◽
Vol 32
(12)
◽
pp. 2667-2673
◽
2010 ◽
Vol 13
(03)
◽
pp. 425-437
◽
Keyword(s):
2008 ◽
Vol 44
(2)
◽
pp. 250-260
◽
2016 ◽
Vol 19
(05)
◽
pp. 1650035
◽
Keyword(s):
2018 ◽
Vol 32
(15)
◽
pp. 10847-10857
◽
Keyword(s):
2008 ◽
Vol 11
(4)
◽
pp. 1-31
◽
2011 ◽
Vol 55
(1)
◽
pp. 144-153