Tight Bounds for Some Risk Measures, with Applications to Robust Portfolio Selection (Q3225916)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tight Bounds for Some Risk Measures, with Applications to Robust Portfolio Selection |
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Tight Bounds for Some Risk Measures, with Applications to Robust Portfolio Selection (English)
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26 March 2012
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portfolio selection
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robust optimization
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\(S\)-shaped function
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Chebyshev inequality
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