Risk-constrained dynamic portfolio management (Q3408233)
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scientific article; zbMATH DE number 5674946
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Risk-constrained dynamic portfolio management |
scientific article; zbMATH DE number 5674946 |
Statements
25 February 2010
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portfolio optimization
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risk management
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value-at-risk
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power utility
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tail conditional expectation
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0.9502968788146972
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0.8458578586578369
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0.8276346325874329
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0.8181096315383911
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