Optimal portfolio allocation under the probabilistic VaR constraint and incentives for financial innovation (Q665824): Difference between revisions
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Revision as of 22:54, 4 July 2024
scientific article
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English | Optimal portfolio allocation under the probabilistic VaR constraint and incentives for financial innovation |
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Optimal portfolio allocation under the probabilistic VaR constraint and incentives for financial innovation (English)
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6 March 2012
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portfolio optimization
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value-at-risk
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computational complexity
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state-price density
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