A decision process with portfolios for value-at-risks
Abstract eng: Value-at-risk (VaR), portfolio, dynamic risk allocation, the expected rate of return, risk probability, bankruptcy, dynamic programming
Conference Title:
Conference Title:
International conference on numerical analysis and applied mathematics 2014
Conference Venue:
Rhodes (GR)
Conference Dates:
2014-09-22 / 2014-09-28
Rights:
Text je chráněný podle autorského zákona č. 121/2000 Sb.
Record appears in:
Record created 2017-01-19, last modified 2017-01-19