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Latest revision as of 12:31, 17 July 2024

scientific article; zbMATH DE number 6987106
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English
Robust Decisions under Risk for Imprecise Probabilities
scientific article; zbMATH DE number 6987106

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    Robust Decisions under Risk for Imprecise Probabilities (English)
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    30 November 2018
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    portfolio optimization
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    robust decision making
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    uncertainty
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    max-min optimization
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    conditional value-at-risk
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