Portfolio selection with uncertain exit time: a robust CVaR approach (Q844601): Difference between revisions

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Revision as of 09:07, 2 July 2024

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Portfolio selection with uncertain exit time: a robust CVaR approach
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    Portfolio selection with uncertain exit time: a robust CVaR approach (English)
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    19 January 2010
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    robust CVaR
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    robust portfolio selection
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    uncertain exit time
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