Asymptotic analysis of portfolio diversification (Q2172054)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic analysis of portfolio diversification |
scientific article |
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Asymptotic analysis of portfolio diversification (English)
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14 September 2022
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portfolio optimization
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diversification
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risk management
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multivariate regularly variation
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asymptotic analysis
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