Safety-first portfolio selection (Q5891856): Difference between revisions
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scientific article; zbMATH DE number 6361631
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Safety-first portfolio selection |
scientific article; zbMATH DE number 6361631 |
Statements
Safety-first portfolio selection (English)
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27 October 2014
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financial portfolio
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optimization
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return
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downside risk
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Roy safety
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probability estimate
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efficient frontier
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