Optimal Portfolio Selection by CVaR-Based Sharpe Ratio--Sequential Linear Programming Approach (不確実性の下での意思決定と数理モデル--RIMS研究集会報告集)

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Optimal Portfolio Selection by CVaR-Based Sharpe Ratio--Sequential Linear Programming Approach(不確実性の下での意思決定と数理モデル--RIMS研究集会報告集)

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Material Type: 記事
Title: Optimal Portfolio Selection by CVaR-Based Sharpe Ratio--Sequential Linear Programming Approach
Author/Editor: 林杉
大西匡光
Series Title: 不確実性の下での意思決定と数理モデル--RIMS研究集会報告集
Author Heading: 林杉
大西匡光
Periodical title: 数理解析研究所講究録
No. or year of volume/issue: (通号 1477) 2006.3
Sequential issue number: 1477
Pages: 83～91
Publication date of volume/issue (W3CDTF): 2006-03
ISSN (Periodical Title): 1880-2818
ISSN-L (Periodical Title): 1880-2818
Publication (Periodical Title): [京都] : 京都大学数理解析研究所
Place of Publication (Country Code): JP
Text Language Code: eng
NDLC: ZM31
Target Audience: 一般
Holding library: 国立国会図書館
Call No.: Z43-1336
Data Provider (Database): 国立国会図書館 : 国立国会図書館雑誌記事索引
https://ndlsearch.ndl.go.jp
Bibliographic ID (NDL): 7936763
http://id.ndl.go.jp/bib/7936763
Bibliographic Record Category (NDL): 632