Portfolio optimization with entropic value-at-risk (Q2001477): Difference between revisions
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Revision as of 23:43, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio optimization with entropic value-at-risk |
scientific article |
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Portfolio optimization with entropic value-at-risk (English)
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3 July 2019
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risk analysis
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portfolio optimization
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coherent risk measures
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stochastic programming
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large-scale convex optimization
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