Risk measures and optimal portfolio selection.

被引：0
|
作者：
Dhaene, J
Vanduffel, S
Tang, QH
Goovaerts, MJ
Kaas, R
Vyncke, D
机构：
来源：
INSURANCE MATHEMATICS & ECONOMICS | 2003年 / 33卷 / 02期
关键词：
Brownian motion; tail value-at-risk; optimal asset allocation;
D O I：
暂无
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
引用
收藏
页码：425 / 425
页数：1
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