Polyhedral Coherent Risk Measures and Optimal Portfolios on the Reward–Risk Ratio1
Crossref DOI link: https://doi.org/10.1007/s10559-014-9663-z
Published Online: 2014-09-25
Published Print: 2014-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Kirilyuk, V. S.
Text and Data Mining valid from 2014-09-01
