LIQUIDITY RISK AND INSTABILITIES IN PORTFOLIO OPTIMIZATION (Q2816955)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | LIQUIDITY RISK AND INSTABILITIES IN PORTFOLIO OPTIMIZATION |
scientific article |
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LIQUIDITY RISK AND INSTABILITIES IN PORTFOLIO OPTIMIZATION (English)
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26 August 2016
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portfolio optimization
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estimation error
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expected shortfall
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