Performance ratio-based coherent risk measure and its application (Q5001164)

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scientific article; zbMATH DE number 7372427
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Performance ratio-based coherent risk measure and its application
scientific article; zbMATH DE number 7372427

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    Performance ratio-based coherent risk measure and its application (English)
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    16 July 2021
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    acceptance set
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    coherent risk measure
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    performance ratio
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    portfolio optimization
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    transaction costs
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