Robust portfolio selection under downside risk measures (Q3650968): Difference between revisions
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Revision as of 22:20, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust portfolio selection under downside risk measures |
scientific article |
Statements
Robust portfolio selection under downside risk measures (English)
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7 December 2009
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portfolio selection
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downside risk
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lower-partial moment
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robust optimization
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