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Property / author: R. Tyrrell Rockafellar / rank | |||
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Latest revision as of 08:20, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | No label defined |
scientific article |
Statements
7 August 2002
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conditional value-at-risk
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risk management
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portfolio optimization
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efficient frontier
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stochastic programming
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linear programming options
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