Robust portfolio optimization with derivative insurance guarantees (Q531475): Difference between revisions
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Revision as of 08:12, 10 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust portfolio optimization with derivative insurance guarantees |
scientific article |
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Robust portfolio optimization with derivative insurance guarantees (English)
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29 April 2011
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robust optimization
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portfolio optimization
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portfolio insurance
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second-order cone programming
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