Stability analysis of portfolio management with conditional value-at-risk (Q5423192): Difference between revisions
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Property / cites work: Coherent Measures of Risk / rank | |||
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Latest revision as of 11:33, 27 June 2024
scientific article; zbMATH DE number 5203405
Language | Label | Description | Also known as |
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English | Stability analysis of portfolio management with conditional value-at-risk |
scientific article; zbMATH DE number 5203405 |
Statements
Stability analysis of portfolio management with conditional value-at-risk (English)
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22 October 2007
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Portfolio management
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stability analysis
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impact of higher-order moments
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estimation errors
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conditional value-at-risk
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