%0 Journal Article %1 Kondor2007 %A Kondor, Imre %A Pafka, Szilárd %A Nagy, Gábor %D 2007 %J Journal of Banking & Finance %K Risk measures %N 5 %P 1545--1573 %T Noise sensitivity of portfolio selection under various risk measures %U http://www.sciencedirect.com/science/article/B6VCY-4MWPSJ0-2/1/f91d9fb023950146719ca6aa22b36951 %V 31

@article{Kondor2007, added-at = {2008-04-22T13:53:19.000+0200}, author = {Kondor, Imre and Pafka, Szil{\'a}rd and Nagy, G{\'a}bor}, biburl = {https://www.bibsonomy.org/bibtex/22a29941b21490cb38e086a983617d9ad/smicha}, description = {Journal of Banking & Finance}, interhash = {dbde5658f23d81c15b315abe8234aff3}, intrahash = {2a29941b21490cb38e086a983617d9ad}, journal = {Journal of Banking \& Finance}, keywords = {Risk measures}, month = May, number = 5, pages = {1545--1573}, timestamp = {2008-04-22T13:56:23.000+0200}, title = {Noise sensitivity of portfolio selection under various risk measures}, url = {http://www.sciencedirect.com/science/article/B6VCY-4MWPSJ0-2/1/f91d9fb023950146719ca6aa22b36951}, volume = 31, year = 2007 }