Multiperiod Mean-CVaR Portfolio Selection (Q5356993)
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scientific article; zbMATH DE number 6774385
Language | Label | Description | Also known as |
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English | Multiperiod Mean-CVaR Portfolio Selection |
scientific article; zbMATH DE number 6774385 |
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Multiperiod Mean-CVaR Portfolio Selection (English)
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12 September 2017
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mean-CVaR
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pre-committed policy
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time consistency in efficiency
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time consistent policy
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linear programming
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integer programming
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