Portfolio optimization under lower partial risk measures (Q1425572): Difference between revisions
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Revision as of 04:17, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio optimization under lower partial risk measures |
scientific article |
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Portfolio optimization under lower partial risk measures (English)
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17 March 2004
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conditional value-at-risk
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dense linear programming problem
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factor model
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lower partial risk
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lower-semi absolute deviation
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portfolio management
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