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Coherent Distortion Risk Measures in Portfolio Selection
Exxon Mobil Corp. XOM Financials American Intl Group Inc AIG Citigroup Inc. C Health Care CIGNA Corp ... risk measure that goes beyond coherence. Research Report, pages 01–18, 2001. [37] S.S. Wang, V.R. Young ...- Authors: Ken Seng Tan, Mingbin Feng
- Date: Jan 2012
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Portfolio management - Finance & Investments; Modeling & Statistical Methods; Public Policy