Portfolio selection: a target-distribution approach (Q6113329): Difference between revisions
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scientific article; zbMATH DE number 7709818
Language | Label | Description | Also known as |
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English | Portfolio selection: a target-distribution approach |
scientific article; zbMATH DE number 7709818 |
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Portfolio selection: a target-distribution approach (English)
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11 July 2023
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portfolio optimization
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higher moments
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downside risk
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Kullback-Leibler divergence
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