2024-03-28T08:23:33Z
https://oai.zbmath.org/v1/
oai:zbmath.org:6450030
2015-06-24T15:49:31Z
90
91
Jaaman, Saiful Hafizah; Lam, Weng Hoe; Isa, Zaidi
2014
6450030
English
Inderscience Publishers, Genève
https://zbmath.org/06450030
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Int. J. Oper. Res. 21, No. 4, 451-465 (2014).
90C29; 91G10
A new higher moment portfolio optimisation model with conditional value at risk
j