Scalar and Vector Risk in the General Framework of Portfolio Theory : A Convex Analysis Approach / Stanislaus Maier-Paape ... [et al.]
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| Titolo: |
Scalar and Vector Risk in the General Framework of Portfolio Theory : A Convex Analysis Approach / Stanislaus Maier-Paape ... [et al.]
|
| Pubblicazione: | Cham, : Springer, 2023 |
| Descrizione fisica: | xi, 228 p. : ill. ; 24 cm |
| Soggetto topico: | 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] |
| 91G10 - Portfolio theory [MSC 2020] | |
| Soggetto non controllato: | Asset allocation |
| Bank balance sheet problems | |
| Convex analysis application | |
| Convex programming / duality | |
| General framework of portfolio theory | |
| Multiple risks | |
| Portfolio optimization | |
| Topological structure of the efficient frontier | |
| Persona (resp. second.): | Maier-Paape, Stanislaus |
| Titolo autorizzato: | Scalar and Vector Risk in the General Framework of Portfolio Theory |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | VAN00279002 |
| Lo trovi qui: | Univ. Vanvitelli |
| Localizzazioni e accesso elettronico | https://doi.org/10.1007/978-3-031-33321-7 |
| Opac: | Controlla la disponibilità qui |
Serie:
CMS/CAIMS Books in Mathematics / Canadian Mathematical Society, Canadian Applied and Industrial Mathematics Society Berlin [etc.] . -Springer , 2021- ; 9