naa a22 4500 510810063 CHVBK 20180411083438.0 cr unu---uuuuu 180411e20130901xx s 000 0 eng 10.1134/S1064230713050043 doi (NATIONALLICENCE)springer-10.1134/S1064230713050043 Security portfolio management based on combined entropic risk measures [Elektronische Daten] [E. Bronshtein, O. Kondrat'eva] A combined entropic financial risk measure that is a convex combination of the entropic risk measure and the CVaR measure is considered. The effectiveness of the proposed measure in the formation of security portfolios is analyzed. Results of computational experiments are presented. Pleiades Publishing, Ltd., 2013 Bronshtein E. Ufa State Aviation Technical University, Ufa, Russia aut Kondrat'eva O. Ufa State Aviation Technical University, Ufa, Russia aut Journal of Computer and Systems Sciences International Springer US; http://www.springer-ny.com 52/5(2013-09-01), 837-841 1064-2307 52:5<837 2013 52 11488 https://doi.org/10.1134/S1064230713050043 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1134/S1064230713050043 text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Bronshtein E. Ufa State Aviation Technical University, Ufa, Russia aut NATIONALLICENCE 700 1- Kondrat'eva O. Ufa State Aviation Technical University, Ufa, Russia aut NATIONALLICENCE 773 0- Journal of Computer and Systems Sciences International Springer US; http://www.springer-ny.com 52/5(2013-09-01), 837-841 1064-2307 52:5<837 2013 52 11488 Metadata rights reserved Springer special CC-BY-NC licence nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-springer