Portfolio selection: a target-distribution approach (Q6113329): Difference between revisions

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Latest revision as of 16:01, 1 August 2024

scientific article; zbMATH DE number 7709818
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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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