Two-stage portfolio optimization with higher-order conditional measures of risk (Q492815): Difference between revisions
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Revision as of 02:45, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Two-stage portfolio optimization with higher-order conditional measures of risk |
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Two-stage portfolio optimization with higher-order conditional measures of risk (English)
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21 August 2015
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stochastic programming
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scenario tree generation
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coherent measures of risk
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portfolio optimization
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risk
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