An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution (Q1750392)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution |
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An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution (English)
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18 May 2018
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portfolio selection
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multiple-risk measures
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distribution ambiguity
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minimum variance portfolio
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robustness
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