Asymmetric risk measures and tracking models for portfolio optimization under uncertainty (Q1313152)

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Asymmetric risk measures and tracking models for portfolio optimization under uncertainty
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    Asymmetric risk measures and tracking models for portfolio optimization under uncertainty (English)
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    26 January 1994
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    portfolio optimization
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    asymmetric risk
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    lower partial moments
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    local quadratic approximation
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    piecewise linear-quadratic risk measures
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    tracking model
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