Open AccessCVaR in Portfolio Optimization: An Essay on the French Market
Author(s) -
Houda Hafsa
Publication year - 2015
Publication title -
international journal of financial research
Language(s) - English
Resource type - Journals
eISSN - 1923-4031
pISSN - 1923-4023
DOI - 10.5430/ijfr.v6n2p101
Subject(s) - cvar , asset allocation , portfolio , portfolio optimization , variance (accounting) , asset (computer security) , econometrics , expected shortfall , risk measure , economics , modern portfolio theory , actuarial science , computer science , financial economics , computer security , accounting
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