Portfolio optimization under the Value-at-Risk constraint (Q3593595): Difference between revisions
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Revision as of 06:18, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio optimization under the Value-at-Risk constraint |
scientific article |
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Portfolio optimization under the Value-at-Risk constraint (English)
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23 July 2007
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value-at-risk
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utility functions
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portfolio optimization
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portfolio theory
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portfolio management
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