Mean-CVaR portfolio selection: a nonparametric estimation framework (Q340307)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-CVaR portfolio selection: a nonparametric estimation framework |
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Mean-CVaR portfolio selection: a nonparametric estimation framework (English)
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14 November 2016
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portfolio selection
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conditional value-at-risk
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nonparametric estimation
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convex optimization
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Monte Carlo simulation
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