Efficient Portfolios for Vector Risk Functions

CMS/CAIMS books in mathematics, pp. 75–121

Authors 4

1. Stanislaus Maier‐Paape Aachen Institute of Mathematics

   RWTH Aachen University

   Affiliation as printed

   Institute of Mathematics, RWTH Aachen University, Aachen, Germany

2. Pedro Júdice

   Iscte – Instituto Universitário de Lisboa · ISCTE Business School · Unidade de Investigação em Desenvolvimento Empresarial

   Affiliation as printed

   ISCTE Business Research Unit, Lisboa, Portugal

3. Andreas Platen
   Affiliation as printed

   Düren, Germany

4. Qiji Jim Zhu

   Western Michigan University

   Affiliation as printed

   Department of Mathematics, Western Michigan University, Kalamazoo, MI, USA