Robust min-max portfolio strategies for rival forecast and risk scenarios (Q1583147)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust min-max portfolio strategies for rival forecast and risk scenarios |
scientific article |
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Robust min-max portfolio strategies for rival forecast and risk scenarios (English)
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26 October 2000
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risk scenarios
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portfolio
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min-max strategy
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robustness
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