Mean-VaR portfolio optimization: a nonparametric approach (Q1753495)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-VaR portfolio optimization: a nonparametric approach |
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Mean-VaR portfolio optimization: a nonparametric approach (English)
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29 May 2018
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evolutionary computations
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multi-objective constrained portfolio optimization
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value at risk
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nonparametric historical simulation
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