On efficient portfolio selection using convex risk measures (Q1932548): Difference between revisions
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Revision as of 05:15, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On efficient portfolio selection using convex risk measures |
scientific article |
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On efficient portfolio selection using convex risk measures (English)
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20 January 2013
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efficiency frontier
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efficient financial positions
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Markowitz-type problems
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utility-type problems
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zero-sum games
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