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Portfolio optimization with two coherent risk measures
Tahsin Deniz Aktürk
, Çağın Ararat
Research output
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Contribution to journal
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Article
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peer-review
3
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Scopus citations
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Dive into the research topics of 'Portfolio optimization with two coherent risk measures'. Together they form a unique fingerprint.
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Computer Science
Decision-Making
100%
Minimization Problem
100%
Optimization Problem
100%
Joint Distribution
100%
Objective Function
100%
Explicit Formula
100%
Lagrange Multiplier Method
100%
Return Constraint
100%
Risk Minimization
100%
Dual Problem
100%
Keyphrases
Risk Measures
100%
Portfolio Optimization
100%
Risk Perception
66%
Expected Returns
66%
Optimal Portfolio
66%
Risk Bounds
66%
Minimization Problem
33%
Joint Distribution
33%
Explicit Formula
33%
Dual Problem
33%
Joint Decision-making
33%
Risk Minimization
33%
Analytical Results
33%
Maximization Problem
33%
Asset Returns
33%
Portfolio Managers
33%
External Authority
33%
Chief Concern
33%
Optimal Lagrange multiplier
33%
Return Maximization
33%
Economics, Econometrics and Finance
Portfolio Selection
100%
Expected Return
66%
Risk Constraint
66%
Optimal Portfolio
66%
Capital Market Returns
33%
Portfolio Manager
33%
Mathematics
Risk Measure
100%
Gaussian Distribution
33%
Objective Function
33%
Joint Distribution
33%
Explicit Formula
33%
Minimization Problem
33%
Dual Problem
33%
Lagrange Multiplier Method
33%
Solution Exists
33%