Portfolio optimization with relaxation of stochastic second order dominance constraints via conditional value at risk (Q2244232)
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| Language | Label | Description | Also known as |
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| English | Portfolio optimization with relaxation of stochastic second order dominance constraints via conditional value at risk |
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Portfolio optimization with relaxation of stochastic second order dominance constraints via conditional value at risk (English)
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12 November 2021
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stochastic optimization
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portfolio selection
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second order dominance
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CVaR approximation
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sample average approximation
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