Asymmetric risk measures and tracking models for portfolio optimization under uncertainty (Q1313152)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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