Robust portfolio optimization with copulas (Q2256232)
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scientific article; zbMATH DE number 6405997
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| default for all languages | No label defined |
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| English | Robust portfolio optimization with copulas |
scientific article; zbMATH DE number 6405997 |
Statements
Robust portfolio optimization with copulas (English)
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19 February 2015
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convex programming
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robust optimization
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copulas
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