Portfolio risk management with CVaR-like constraints (Q3088971)
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scientific article; zbMATH DE number 5941818
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Portfolio risk management with CVaR-like constraints |
scientific article; zbMATH DE number 5941818 |
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Portfolio Risk Management with CVaR-Like Constraints (English)
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23 August 2011
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0.7747818231582642
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0.7728837132453918
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0.7646675109863281
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0.7645063400268555
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0.7644752264022827
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