Performance ratio-based coherent risk measure and its application (Q5001164): Difference between revisions
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scientific article; zbMATH DE number 7372427
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Performance ratio-based coherent risk measure and its application |
scientific article; zbMATH DE number 7372427 |
Statements
Performance ratio-based coherent risk measure and its application (English)
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16 July 2021
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acceptance set
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coherent risk measure
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performance ratio
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portfolio optimization
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transaction costs
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