Multi-market portfolio optimization with conditional value at risk (Q2670592)
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scientific article; zbMATH DE number 7487846
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| English | Multi-market portfolio optimization with conditional value at risk |
scientific article; zbMATH DE number 7487846 |
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Multi-market portfolio optimization with conditional value at risk (English)
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11 March 2022
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distributed decision making
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multi-market portfolio optimization
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conditional value at risk
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polyhedral representation
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valid inequalities
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