A stochastic programming approach to multicriteria portfolio optimization (Q377738): Difference between revisions
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Revision as of 00:06, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A stochastic programming approach to multicriteria portfolio optimization |
scientific article |
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A stochastic programming approach to multicriteria portfolio optimization (English)
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7 November 2013
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portfolio optimization
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stochastic programming
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market efficiency
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multicriteria
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liquidity
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conditional value at risk
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