Portfolio selection of uncertain random returns based on value at risk (Q2099969)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio selection of uncertain random returns based on value at risk |
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Portfolio selection of uncertain random returns based on value at risk (English)
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21 November 2022
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chance theory
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uncertain random variable
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value at risk
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portfolio selection
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Monte Carlo simulation
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mean-value at risk model
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