Optimal portfolio selection via conditional convex risk measures on \(L ^{p }\) (Q354666): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal portfolio selection via conditional convex risk measures on \(L ^{p }\) |
scientific article |
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Optimal portfolio selection via conditional convex risk measures on \(L ^{p }\) (English)
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19 July 2013
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conditional convex risk measures
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portfolio selection problem
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constant mix strategies
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