Gainers and losers with higher order portfolio risk optimization (Q2165668)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Gainers and losers with higher order portfolio risk optimization |
scientific article |
Statements
Gainers and losers with higher order portfolio risk optimization (English)
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22 August 2022
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portfolio diversification
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polynomial goal programming
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mean-variance-skewness-kurtosis framework
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financial integration
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stock market
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BRICS
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