Risk preference modeling with conditional average: An application to portfolio optimization (Q1026538): Difference between revisions
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Revision as of 00:02, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk preference modeling with conditional average: An application to portfolio optimization |
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Risk preference modeling with conditional average: An application to portfolio optimization (English)
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25 June 2009
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preference modeling
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stochastic dominance
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quantile risk measures
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portfolio optimization
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experimental analysis
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