Robustness to Dependency in Portfolio Optimization Using Overlapping Marginals (Q2797466)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robustness to Dependency in Portfolio Optimization Using Overlapping Marginals |
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Robustness to Dependency in Portfolio Optimization Using Overlapping Marginals (English)
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5 April 2016
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distributionally robust optimization
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portfolio optimization
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overlapping marginals
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