Mean-risk models using two risk measures: a multi-objective approach (Q5423196)
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scientific article; zbMATH DE number 5203409
Language | Label | Description | Also known as |
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English | Mean-risk models using two risk measures: a multi-objective approach |
scientific article; zbMATH DE number 5203409 |
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Mean-risk models using two risk measures: a multi-objective approach (English)
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22 October 2007
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Portfolio selection
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multi-objective optimisation
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risk measures
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Conditional Value at Risk
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