On dual approaches to efficient optimization of LP computable risk measures for portfolio selection (Q3083548)
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scientific article; zbMATH DE number 5869319
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| English | On dual approaches to efficient optimization of LP computable risk measures for portfolio selection |
scientific article; zbMATH DE number 5869319 |
Statements
ON DUAL APPROACHES TO EFFICIENT OPTIMIZATION OF LP COMPUTABLE RISK MEASURES FOR PORTFOLIO SELECTION (English)
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22 March 2011
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risk measures
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portfolio optimization
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computability
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linear programming
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0.9004378318786621
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0.859786868095398
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0.8552770018577576
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0.8324257731437683
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