Portfolio Optimization under Expected Shortfall: Contour Maps of Estimation Error (2015)

First Author: Caccioli F

Attributed to: Systemic Risk Centre funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.48550/arxiv.1510.04943

Publication URI: https://arxiv.org/abs/1510.04943

Type: Preprint