Solving optimal investment problems with structured products under CVaR constraints

In: Proc. International Symposium on Combinatorial Optimization 2008. 2008

Authors

Ralf Korn
Serkan Zeytun

BibTeX

 
@InProceedings{ Korn.Zeytun08solving, 
   title = { Solving optimal investment problems with structured products under CVaR constraints }, 
   author = { Ralf Korn and Serkan Zeytun },   
   booktitle = { Proc. International Symposium on Combinatorial Optimization 2008 },              
   year = 2008, 
}

This publication belongs to the project OekonoSys.

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r16 - 11 Jul 2007 - TheoHaerder