Ara
Toplam kayıt 1, listelenen: 1-1
Portfolio Optimization via a Surrogate Risk Measure: Conditional Desirability Value at Risk (CDVaR)
(Springer International Publishing Ag, 2019)
A risk measure that specifies minimum capital requirements is the amount of cash that must be added to a portfolio to make its risk acceptable to regulators. The 2008 financial crisis highlighted the demise of the most ...