Portfolio optimization: Volatility constraints versus shortfall constraints (Q1283712)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio optimization: Volatility constraints versus shortfall constraints |
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Portfolio optimization: Volatility constraints versus shortfall constraints (English)
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30 June 1999
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portfolio optimization
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mean-variance efficient frontier
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volatility constraints
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benchmark
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shortfall constraints
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value at risk
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