Portfolio optimization under partial uncertainty and incomplete information: a probability multimeasure-based approach (Q1615957)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio optimization under partial uncertainty and incomplete information: a probability multimeasure-based approach |
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Portfolio optimization under partial uncertainty and incomplete information: a probability multimeasure-based approach (English)
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31 October 2018
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Markowitz's model
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set-valued measure
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probability multimeasure
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portfolio optimization
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efficient frontier
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