Scalar and vector risk in the general framework of portfolio theory: a convex analysis approach
Auteur :
Maier-Paape, Stanislaus / Júdice, Pedro / Platen, Andreas / Zhu, Qiji Jim
Éditeur :
Springer International Publishing AG
ISBN :
9783031333231
Date de publication :
3 sept. 2024
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Suisse
The main difference between a bank balance sheet management problem and a typical portfolio optimization problem is that the former involves multiple risks.