Volatility versus downside risk: performance protection in dynamic portfolio strategies (Q2320466)
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English | Volatility versus downside risk: performance protection in dynamic portfolio strategies |
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Volatility versus downside risk: performance protection in dynamic portfolio strategies (English)
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23 August 2019
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volatility
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tail risk
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mean absolute deviation
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derivatives payoffs
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risk management
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hedging
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stochastic programming
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