On the effectiveness of scenario generation techniques in single-period portfolio optimization (Q1011180): Difference between revisions

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Latest revision as of 11:44, 1 July 2024

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On the effectiveness of scenario generation techniques in single-period portfolio optimization
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    On the effectiveness of scenario generation techniques in single-period portfolio optimization (English)
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    8 April 2009
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    risk management
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    conditional value at risk
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    portfolio optimization
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    scenario generation
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    mixed integer linear programming
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