Robust portfolio optimization with respect to spectral risk measures under correlation uncertainty (Q2152585): Difference between revisions
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Revision as of 07:03, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust portfolio optimization with respect to spectral risk measures under correlation uncertainty |
scientific article |
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Robust portfolio optimization with respect to spectral risk measures under correlation uncertainty (English)
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8 July 2022
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investment analysis
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portfolio optimization
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correlation uncertainty
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SDDP
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