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Revision as of 11:08, 29 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | RISK-REWARD OPTIMIZATION WITH DISCRETE-TIME COHERENT RISK |
scientific article |
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RISK-REWARD OPTIMIZATION WITH DISCRETE-TIME COHERENT RISK (English)
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15 October 2010
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conditionally Gaussian model
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dynamic coherent risk measure
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dynamic weighted V\(\@\)R
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risk-reward optimization
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