Inverse portfolio problem with coherent risk measures (Q321032)
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scientific article; zbMATH DE number 6635814
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Inverse portfolio problem with coherent risk measures |
scientific article; zbMATH DE number 6635814 |
Statements
Inverse portfolio problem with coherent risk measures (English)
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7 October 2016
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decision making under risk
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coherent risk measure
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portfolio optimization
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inverse portfolio problem
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0.8564949631690979
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0.8092030882835388
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0.7856501340866089
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0.7822204828262329
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0.7800257205963135
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