Stochastic programming technique for portfolio optimization with minimax risk and bounded parameters (Q1628291)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic programming technique for portfolio optimization with minimax risk and bounded parameters |
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Stochastic programming technique for portfolio optimization with minimax risk and bounded parameters (English)
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4 December 2018
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stochastic programming
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minimax risk
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portfolio optimization
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interval analysis
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