Outperformance portfolio optimization via the equivalence of pure and randomized hypothesis testing (Q377458): Difference between revisions

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Latest revision as of 00:05, 7 July 2024

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Outperformance portfolio optimization via the equivalence of pure and randomized hypothesis testing
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    Outperformance portfolio optimization via the equivalence of pure and randomized hypothesis testing (English)
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    6 November 2013
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    portfolio optimization
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    quantile hedging
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    Neyman-Pearson lemma
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    stochastic benchmark
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    hypothesis testing
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