Comments on ``A mixed integer linear programming formulation of the optimal mean/Value-at-Risk portfolio problem'' (Q953463): Difference between revisions
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Latest revision as of 19:55, 28 June 2024
scientific article
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| English | Comments on ``A mixed integer linear programming formulation of the optimal mean/Value-at-Risk portfolio problem'' |
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Comments on ``A mixed integer linear programming formulation of the optimal mean/Value-at-Risk portfolio problem'' (English)
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20 November 2008
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portfolio optimization
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Value-at-Risk
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linear integer programming
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