Monte Carlo methods for mean-risk optimization and portfolio selection (Q373169): Difference between revisions
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Revision as of 00:34, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monte Carlo methods for mean-risk optimization and portfolio selection |
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Monte Carlo methods for mean-risk optimization and portfolio selection (English)
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21 October 2013
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variance minimization
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sample average approximation
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risk management
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exponential convergence
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