A risk index to find the optimal uncertain random portfolio (Q2100248)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A risk index to find the optimal uncertain random portfolio |
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A risk index to find the optimal uncertain random portfolio (English)
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21 November 2022
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uncertain random variable
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risk index
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optimal uncertain random portfolio
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mean-risk model
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optimization
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sensitivity analysis
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