ROBUST ASSET ALLOCATION WITH BENCHMARKED OBJECTIVES (Q3100750): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ROBUST ASSET ALLOCATION WITH BENCHMARKED OBJECTIVES |
scientific article |
Statements
ROBUST ASSET ALLOCATION WITH BENCHMARKED OBJECTIVES (English)
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21 November 2011
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ambiquity
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model uncertainty
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relative performance measure
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relative regret
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robust portfolio selection
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robust control
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convex duality
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Bayesian models
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