Multiperiod portfolio investment using stochastic programming with conditional value at risk (Q1652255): Difference between revisions

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Latest revision as of 02:02, 11 December 2024

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Multiperiod portfolio investment using stochastic programming with conditional value at risk
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    Multiperiod portfolio investment using stochastic programming with conditional value at risk (English)
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    11 July 2018
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    multiperiod portfolio investment
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    stochastic programming
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    conditional value at risk
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    moment matching
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    superior predictive ability
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