Two-stage portfolio optimization with higher-order conditional measures of risk (Q492815): Difference between revisions

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Property / DOI: 10.1007/s10479-014-1768-2 / rank
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Property / full work available at URL: https://doi.org/10.1007/s10479-014-1768-2 / rank
 
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Property / OpenAlex ID: W2021217552 / rank
 
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Latest revision as of 19:17, 9 December 2024

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Two-stage portfolio optimization with higher-order conditional measures of risk
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    Two-stage portfolio optimization with higher-order conditional measures of risk (English)
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    21 August 2015
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    stochastic programming
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    scenario tree generation
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    coherent measures of risk
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    portfolio optimization
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    risk
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