PIECEWISE LINEAR RISK FUNCTION AND PORTFOLIO OPTIMIZATION (Q3487096)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PIECEWISE LINEAR RISK FUNCTION AND PORTFOLIO OPTIMIZATION |
scientific article |
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PIECEWISE LINEAR RISK FUNCTION AND PORTFOLIO OPTIMIZATION (English)
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1990
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quadratic risk function
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portfolio theory
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piecewise linear risk function
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parametric linear programs
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