Robust worst-case optimal investment (Q2516638)
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scientific article; zbMATH DE number 6469389
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Robust worst-case optimal investment |
scientific article; zbMATH DE number 6469389 |
Statements
Robust worst-case optimal investment (English)
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3 August 2015
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worst case
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crash scenario
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robust optimization
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knightian uncertainty
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efficiency
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min-max approach
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0.89738363
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0.8873246
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0.8821626
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0.88126135
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0.8803286
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0.87987626
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0.87553173
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