Computing near-optimal value-at-risk portfolios using integer programming techniques (Q1754091): Difference between revisions

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Latest revision as of 17:27, 15 July 2024

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Computing near-optimal value-at-risk portfolios using integer programming techniques
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    Computing near-optimal value-at-risk portfolios using integer programming techniques (English)
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    30 May 2018
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    risk analysis
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    value-at-risk
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    portfolio allocation
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    integer programming relaxations
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