Portfolio optimization under partial uncertainty and incomplete information: a probability multimeasure-based approach (Q1615957)

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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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