On extending the LP computable risk measures to account downside risk (Q2574063)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On extending the LP computable risk measures to account downside risk |
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On extending the LP computable risk measures to account downside risk (English)
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16 November 2005
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portfolio optimization
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mean-risk
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stochastic dominance
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downside risk
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linear programming
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