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3 - Risk Measures
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- Book:
- Quantitative Enterprise Risk Management
- Published online:
- 28 July 2022
- Print publication:
- 05 May 2022, pp 71-105
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The Mean-Variance-CVaR model for Portfolio Optimization Modeling using a Multi-Objective Approach Based on a Hybrid Method
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- Journal:
- Mathematical Modelling of Natural Phenomena / Volume 5 / Issue 7 / 2010
- Published online by Cambridge University Press:
- 26 August 2010, pp. 103-108
- Print publication:
- 2010
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