Work

Equilibrium with investors using a diversity of deviation measures

Year: 2007

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/j.jbankfin.2007.04.002

Authors: R. Tyrrell Rockafellar, Stan Uryasev, M. Zabarankin

Institutions: University of Washington, University of Florida, Stevens Institute of Technology

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W3121704535

FWCI: 5.263

Cites: 24

Cited by: 57

Related to: 10