Robust multi-period portfolio selection based on downside risk with asymmetrically distributed uncertainty set (Q2183311): Difference between revisions

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Latest revision as of 09:31, 17 December 2024

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Robust multi-period portfolio selection based on downside risk with asymmetrically distributed uncertainty set
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    Robust multi-period portfolio selection based on downside risk with asymmetrically distributed uncertainty set (English)
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    26 May 2020
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    risk management
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    robust portfolio optimization
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    lower partial moment
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    asymmetric uncertainty set
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    multi-period portfolio selection
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