On optimal portfolio diversification with respect to extreme risks (Q650773): Difference between revisions
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Revision as of 06:13, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On optimal portfolio diversification with respect to extreme risks |
scientific article |
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On optimal portfolio diversification with respect to extreme risks (English)
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27 November 2011
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portfolio optimization
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risk management
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diversification effects
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multivariate extremes
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