Models and simulations for portfolio rebalancing (Q1038764)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Models and simulations for portfolio rebalancing |
scientific article |
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Models and simulations for portfolio rebalancing (English)
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20 November 2009
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risk management
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conditional value at risk
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portfolio rebalancing
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multi-period portfolio analysis
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mixed integer linear programming
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