Risk management with multiple VaR constraints (Q1616838): Difference between revisions
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Latest revision as of 22:51, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk management with multiple VaR constraints |
scientific article |
Statements
Risk management with multiple VaR constraints (English)
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7 November 2018
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value at risk
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optimal portfolio
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multiple risk constraints
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risk management
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Solvency II regulation
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