Monte Carlo methods for mean-risk optimization and portfolio selection (Q373169): Difference between revisions

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Latest revision as of 15:39, 9 December 2024

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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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