CVaR-based robust models for portfolio selection (Q2190316)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CVaR-based robust models for portfolio selection |
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CVaR-based robust models for portfolio selection (English)
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18 June 2020
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portfolio optimization
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risk measure
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CVaR
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distributionally robust optimization
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conic optimization
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