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Latest revision as of 11:44, 1 July 2024

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Portfolio choice and optimal hedging with general risk functions: a simplex-like algorithm
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    Portfolio choice and optimal hedging with general risk functions: a simplex-like algorithm (English)
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    8 April 2009
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    risk measure
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    deviation measure
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    portfolio selection
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    infinite-dimensional linear programming
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    simplex-like method
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