Optimal portfolio of safety-first models (Q2390455): Difference between revisions

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+Portfolio Analysis in a Stable Paretian Market
@@ Property / cites work: Portfolio Analysis in a Stable Paretian Market / rank @@
+Normal rank
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+Common risk factors in the returns on stocks and bonds
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+A Stochastic Programming Model
@@ Property / cites work: A Stochastic Programming Model / rank @@
+Normal rank
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+Tail Conditional Expectations for Elliptical Distributions
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+Safety First and the Holding of Assets
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+Normal rank