Risk preference modeling with conditional average: An application to portfolio optimization (Q1026538): Difference between revisions

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Latest revision as of 17:46, 1 July 2024

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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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