Work

CVaR models with selective hedging for international asset allocation

Year: 2002

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/s0378-4266(02)00289-3

Authors: Nikolas Topaloglou, Hercules Vladimirou, Stavros A. Zenios

Institution: University of Cyprus

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2013312564

FWCI: 3.292

Cites: 26

Cited by: 113

Related to: 10