Optimal Portfolio Selection by CVaR-Based Sharpe Ratio : Sequential Linear Programming Approach(Mathematical Models and Decision Making under Uncertainty)

Details 詳細情報について

• CRID

  1050282676667319424

• NII Article ID

  120000901589

• NII Book ID

  AN00061013

• ISSN

  18802818

• HANDLE

  2433/48237

• NDL BIB ID

  7936763

• Web Site

  http://id.ndl.go.jp/bib/7936763

  https://ndlsearch.ndl.go.jp/books/R000000004-I7936763

• Text Lang

  en

• Article Type

  departmental bulletin paper

• Data Source

  • IRDB
  • NDL
  • CiNii Articles