Mean-AVaR based portfolio balanced analysis (Q3518100)
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scientific article; zbMATH DE number 5308675
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Mean-AVaR based portfolio balanced analysis |
scientific article; zbMATH DE number 5308675 |
Statements
6 August 2008
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portfolio
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risk value
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average risk value
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0.763245701789856
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0.7578085660934448
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0.7565159797668457
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