Estimating allocations for value-at-risk portfolio optimization (Q1028529)
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scientific article; zbMATH DE number 5575936
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| English | Estimating allocations for value-at-risk portfolio optimization |
scientific article; zbMATH DE number 5575936 |
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Estimating allocations for value-at-risk portfolio optimization (English)
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6 July 2009
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value-at-Risk
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optimization
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portfolio
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non-parametrics
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0.8217135667800903
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0.8140164017677307
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