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Latest revision as of 07:08, 2 July 2024

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An estimation model of value-at-risk portfolio under uncertainty
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    An estimation model of value-at-risk portfolio under uncertainty (English)
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    7 December 2009
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    uncertainty modeling
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    value-at-risk (VaR)
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    risk-sensitive portfolio
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    fuzzy random variable
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    possibility and necessity
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    pessimistic-optimistic index
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