Active allocation of systematic risk and control of risk sensitivity in portfolio optimization (Q2355106)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Active allocation of systematic risk and control of risk sensitivity in portfolio optimization |
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Active allocation of systematic risk and control of risk sensitivity in portfolio optimization (English)
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28 July 2015
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branch-and-bound
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systematic risk
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risk sensitivity
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factor model
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second-order cone program
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