A continuous selection for optimal portfolios under convex risk measures does not always exist
Crossref DOI link: https://doi.org/10.1007/s00186-019-00681-x
Published Online: 2019-09-10
Published Print: 2020-02
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Baes, Michel http://orcid.org/0000-0001-5482-4556
Munari, Cosimo
Text and Data Mining valid from 2019-09-10
Version of Record valid from 2019-09-10
Article History
Received: 26 June 2018
Revised: 2 September 2019
First Online: 10 September 2019