On Conditional Value-at-Risk Based Goal Programming Portfolio Selection Procedure (Q3649617): Difference between revisions
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Property / cites work: The Dual Theory of Choice under Risk / rank | |||
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Property / cites work: A Minimax Portfolio Selection Rule with Linear Programming Solution / rank | |||
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Latest revision as of 05:41, 2 July 2024
scientific article
Language | Label | Description | Also known as |
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English | On Conditional Value-at-Risk Based Goal Programming Portfolio Selection Procedure |
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On Conditional Value-at-Risk Based Goal Programming Portfolio Selection Procedure (English)
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4 December 2009
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conditional value at risk
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goal programming
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portfolio selection
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