Optimality conditions in portfolio analysis with general deviation measures (Q2502213): Difference between revisions

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Latest revision as of 20:09, 24 June 2024

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Optimality conditions in portfolio analysis with general deviation measures
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    Optimality conditions in portfolio analysis with general deviation measures (English)
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    12 September 2006
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    General deviation measures
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    portfolio analysis
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    generalized master funds
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    CAPM-like relations
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    optimality conditions
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    risk envelopes
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    risk identifiers
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    conditional value-at-risk
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    risk management
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    stochastic optimization
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