Optimal portfolios under a value-at-risk constraint (Q953643): Difference between revisions
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Revision as of 00:55, 14 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal portfolios under a value-at-risk constraint |
scientific article |
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Optimal portfolios under a value-at-risk constraint (English)
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6 November 2008
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optimal portfolio
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value-at-risk
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dynamic programming
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