Construction of the time consistent efficient portfolio of the conditional risk values (Q2850404)
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scientific article; zbMATH DE number 6212562
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| default for all languages | No label defined |
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| English | Construction of the time consistent efficient portfolio of the conditional risk values |
scientific article; zbMATH DE number 6212562 |
Statements
26 September 2013
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portfolio
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asset
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risk measure
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Construction of the time consistent efficient portfolio of the conditional risk values (English)
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0.8279147744178772
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0.7900441884994507
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0.7896865010261536
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0.7887589335441589
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0.7868855595588684
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