Mean-risk portfolio management with bankruptcy prohibition (Q1735044)
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scientific article; zbMATH DE number 7043772
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Mean-risk portfolio management with bankruptcy prohibition |
scientific article; zbMATH DE number 7043772 |
Statements
Mean-risk portfolio management with bankruptcy prohibition (English)
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28 March 2019
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mean-risk portfolio selection
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deviation risk
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bankruptcy prohibition
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nonlinear moment problem
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weak convergence
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0.782546877861023
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0.7813644409179688
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0.7696620225906372
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0.7663817405700684
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0.7648200988769531
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