Portfolio optimization in real financial markets with both uncertainty and randomness (Q2240280)
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scientific article; zbMATH DE number 7419761
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| English | Portfolio optimization in real financial markets with both uncertainty and randomness |
scientific article; zbMATH DE number 7419761 |
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Portfolio optimization in real financial markets with both uncertainty and randomness (English)
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3 November 2021
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uncertain random variable
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chance distribution
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portfolio optimization
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return rate
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skewness
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0.8578706979751587
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0.8460866808891296
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0.7886560559272766
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0.7692503929138184
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0.7613402009010315
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