Solving mean-VaR portfolio selection model with interval-typed random parameter using interval analysis (Q2150498): Difference between revisions

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Revision as of 11:07, 29 July 2024

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Solving mean-VaR portfolio selection model with interval-typed random parameter using interval analysis
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    Solving mean-VaR portfolio selection model with interval-typed random parameter using interval analysis (English)
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    27 June 2022
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    portfolio optimization
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    expected return
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    value-at-risk
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    interval optimization
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    interval analysis
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