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