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"Portfolio optimization with optimal expected utility risk measures."

Sebastian Geissel et al. (2022)

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DOI: 10.1007/S10479-021-04403-7

access: closed

type: Journal Article

metadata version: 2022-02-08

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  dblp key:
  - journals/anor/GeisselGHS22
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  - https://dblp.org/rec/journals/anor/GeisselGHS22
Sebastian Geissel, Holger Graf, Julia Herbinger, Frank Thomas Seifried:
Portfolio optimization with optimal expected utility risk measures. Ann. Oper. Res. 309(1): 59-77 (2022)

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