Portfolio Risk Management with CVaR-Like Constraints (Q3088971): Difference between revisions
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| Property / cites work: Shortfall as a risk measure: properties, optimization and applications / rank | |||
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Latest revision as of 09:34, 4 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio Risk Management with CVaR-Like Constraints |
scientific article |
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Portfolio Risk Management with CVaR-Like Constraints (English)
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23 August 2011
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