Convex risk measures for portfolio optimization and concepts of flexibility.
Resource URI: https://dblp.l3s.de/d2r/resource/publications/journals/mp/LuthiD05
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2005
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Convex risk measures for portfolio optimization and concepts of flexibility.
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541-559
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Mathematics Subject Classification (1991) 90A46; 52A41; 90C25; 90C31; 90A09
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Convex risk measures for portfolio optimization and concepts of flexibility.
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