Istvan Varga-Haszonits
- INSTABILITY OF PORTFOLIO OPTIMIZATION UNDER COHERENT RISK MEASURES
2010/06/01 by IMRE KONDOR, Imre Kondor, ISTVÁN VARGA-HASZONITS +1 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · Social Sciences · #Risk and Portfolio Optimization #Stochastic processes and financial applications #Insurance, Mortality, Demography, Risk Management