Risk management with multiple VaR constraints (Q1616838): Difference between revisions

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Revision as of 06:30, 17 July 2024

scientific article
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Risk management with multiple VaR constraints
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    Risk management with multiple VaR constraints (English)
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    7 November 2018
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    value at risk
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    optimal portfolio
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    multiple risk constraints
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    risk management
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    Solvency II regulation
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