Applications of Relaxed Constraint (RC) Models in Portfolio Optimization Subject to VaR, cVaR and Related Risk Constraints
2019
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Details
Title
Applications of Relaxed Constraint (RC) Models in Portfolio Optimization Subject to VaR, cVaR and Related Risk Constraints
Author(s)
Subject(s)
Issue Date
Apr 05 2019
Publication Type
Conference Paper/ Presentation
DOI and Other Identifiers
Record Identifier
https://ageconsearch.umn.edu/record/288090
Language
English