The Probabilistic Risk Measure VaR as Constraint in Portfolio Optimization Problem

Детайли

Източник: Cybernetics and Information Technologies
Издателство: Inst. of Inform. a. Communication Technologies.BAS
Местоиздаване: Sofia
Година на издаване: 2021
Пор.№: 1
Страници: pp. 19-31
Том: 21

ISBN: ISSN 1311-9702 (print) ; 1314-4081 (online)
Забележка: DOI: 10.2478/cait-2021-0002
https://www.scopus.com/pages/publications/85104391690

https://www.webofscience.com/wos/woscc/full-record/WOS:000684889400002
Системен №: 13822
Допълнителна сигнатура: S 86

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APA Chicago / Turabian (16th edition) Harvard MLA (7th edition) Vancouver

The Probabilistic Risk Measure VaR as Constraint in Portfolio Optimization Problem. Sofia: Inst. of Inform. a. Communication Technologies.BAS, 2021 pp. 19-31, ISSN 1311-9702 (print) ; 1314-4081 (online).

(2021) The Probabilistic Risk Measure VaR as Constraint in Portfolio Optimization Problem, Sofia: Inst. of Inform. a. Communication Technologies.BAS pp. 19-31, ISSN 1311-9702 (print) ; 1314-4081 (online).

(2021). The Probabilistic Risk Measure VaR as Constraint in Portfolio Optimization Problem. Sofia: Inst. of Inform. a. Communication Technologies.BAS, pp. 19-31.

The Probabilistic Risk Measure VaR as Constraint in Portfolio Optimization Problem. Sofia: Inst. of Inform. a. Communication Technologies.BAS; 2021. p. pp. 19-31. ISBN: ISSN 1311-9702 (print) ; 1314-4081 (online).