Risk minimization through portfolio replication (Q978811): Difference between revisions
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Property / cites work: Coherent Measures of Risk / rank | |||
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Property / cites work: Noisy covariance matrices and portfolio optimization. II / rank | |||
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Property / cites work: Intermittent turbulence in self-similar cascades: divergence of high moments and dimension of the carrier / rank | |||
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Revision as of 22:27, 2 July 2024
scientific article
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English | Risk minimization through portfolio replication |
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Risk minimization through portfolio replication (English)
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25 June 2010
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