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Latest revision as of 05:57, 17 July 2024

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Portfolio management with robustness in both prediction and decision: a mixture model based learning approach
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    Portfolio management with robustness in both prediction and decision: a mixture model based learning approach (English)
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    2 November 2018
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    portfolio selection
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    mixture model
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    robust optimization
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    Bayesian learning
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    conditional value-at-risk
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