Portfolio optimization model based on conditional value-at-risk (Q3370906)
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scientific article; zbMATH DE number 5007987
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| English | Portfolio optimization model based on conditional value-at-risk |
scientific article; zbMATH DE number 5007987 |
Statements
21 February 2006
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mean-variance model
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efficient frontier
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0.7768694162368774
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0.773402988910675
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0.7724944949150085
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0.7700345516204834
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