Robust portfolio selection with a combined WCVaR and factor model (Q2358869): Difference between revisions

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Revision as of 23:31, 13 July 2024

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Robust portfolio selection with a combined WCVaR and factor model
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    Robust portfolio selection with a combined WCVaR and factor model (English)
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    16 June 2017
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    portfolio selection
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    worst-case conditional value-at-risk
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    multi-factor model
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    linear programming
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