Optimal portfolios in the presence of stress scenarios a worst-case approach (Q2120596)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal portfolios in the presence of stress scenarios a worst-case approach |
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Optimal portfolios in the presence of stress scenarios a worst-case approach (English)
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1 April 2022
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optimal portfolios
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stress scenarios
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indifference principle
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minimum constant portfolio
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constrained optimization
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