Mean-risk portfolio management with bankruptcy prohibition (Q1735044): Difference between revisions
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Revision as of 04:30, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-risk portfolio management with bankruptcy prohibition |
scientific article |
Statements
Mean-risk portfolio management with bankruptcy prohibition (English)
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28 March 2019
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mean-risk portfolio selection
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deviation risk
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bankruptcy prohibition
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nonlinear moment problem
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weak convergence
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