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A continuous selection for optimal portfolios under convex risk measures does not always exist.

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Bibliographic Details
Title: A continuous selection for optimal portfolios under convex risk measures does not always exist.
Authors: Baes, Michel1, mbaes@math.ethz.ch, Munari, Cosimo2
Source: Mathematical Methods of Operations Research; Feb2020, Vol. 91 Issue 1, p5-23, 19p, 4 Graphs
Database: Applied Science & Technology Source
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Description
ISSN:14322994
DOI:10.1007/s00186-019-00681-x